I installed a new o2 sensor and it drains my battery after a few days. If I disconnect the o2 sensor the battery voltage goes back up after an hour. Any ideas to save me some time?

 

Pull the O2S heaters fuse from the PDC (see pic). With both O2S's connected, see if the battery drain persists with that fuse removed. If the drain stops, I would think that the heater circuit in that O2S you changed is shorted out. But... the only way voltage will get to the O2S heaters is if the engine is running and the ASD relay has pulled in (it powers the O2S heaters).

Pulling the O2S heaters fuse and watching the battery drain is a start at this point.

 

Addendum to the above post.

If the battery drain stops with the O2S fuse removed. Replace it and pull the ASD relay out of the PDC (location of the ASD is on the inside of the PDC cover), and monitor the battery drain. If the drain stops, the ASD relay is suspect as being bad.