Here's some info on them, hope this helps.
What's the difference between a "heated" and "unheated" oxygen sensor?
Heated oxygen sensors have an internal heater circuit that brings the sensor up to operating temperature more quickly than an unheated sensor. An oxygen sensor must be hot (about 600 to 650 degrees F) before it will generate a voltage signal. The hot exhaust from the engine will provide enough heat to bring an O2 sensor up to operating temperature, but it make take several minutes depending on ambient temperature, engine load and speed. During this time, the fuel feedback control system remains in "open loop" and does not use the O2 sensor signal to adjust the fuel mixture. This typically results in a rich fuel mixture, wasted fuel and higher emissions.
By adding an internal heater circuit to the oxygen sensor, voltage can be routed through the heater as soon as the engine starts to warm up the sensor. The heater element is a resistor that glows red hot when current passes through it. The heater will bring the sensor up to operating temperature within 20 to 60 seconds depending on the sensor, and also keep the oxygen sensor hot even when the engine is idling for a long period of time.
Heated O2 sensors typically have two-three or four wires (the extra wires are for the heater circuit). Note: Replacement O2 sensors must have the same number of wires as the original, and have the same internal resistance.
The OBD II system also monitors the heater circuit and will set a trouble code if the heater circuit inside the O2 sensor is defective. The heater is part of the sensor and cannot be replaced separately, so if the heater circuit is open or shorted and the problem is not in the external wiring or sensor connector, the O2 sensor must be replaced.
OXYGEN SENSORS