for o2 sensors, I get close to OE.. I'm a big fan of NTK because of the price and the quality/reputation. My Ranger pickup loves it.
I've used Bosch in the past, and they're ok, Motorcraft O2 sensors are made by Bosch, you can even see the Bosch p/n stamped on them as well.
my big beef with Bosch is lack of sensors the newer cars, whereas Denso and NTK have been keeping up.
I've also used AC Delco o2's, they're nothing special. It didn't last any longer than the Bosch ones I had.
the TPS, coolant, air temp, MAF, I always go aftermarket if at all possible. There's no advantage to thinking about OE sensors unless it simply isn't made. Of course, I only use Standard Ignition or Airtex sensors, and sometimes AC Delco (although they're all reboxed). I've never had an issue with an aftermarket sensor.