Just found them (downstream O2 sensors) in a different area of my manual... it would appear they are in the cats.
Also, judging by this illustration, replacing the cats might not be that fun to do on your own. It appears they are only a matter of inches from the flange attaching the pipes to the headers. And what's worse, your upstream O2 sensors are actually placed at the start of the cats; meaning, the flared opening. So replace these with aftermarket, you're looking at... having some pipe welded to the existing flanges, having a bung for the O2 sensors welded into that pipe, then having the new cats welded on after the upstream sensors, finally welding the rest of your exhaust back to the new cats. And all of this requiring the components to be located in the same spot (as in, if the upstream sensor is 2" from the collector, that's where it has to be kept, same with the cats; as far as legalities go, but I doubt your inspector will have the factory measurements to compare to).
Something to keep in mind if you do this, it's also important your cats are located almost exactly where they currently are so they continue to run in the same heat range. A difference of 8-10 inches could have your cats running cold enough that you constantly get the rotten egg smell, and they clog in 10-20k mi.
So, with all of that... I'd be interested to see an experiment: Factory tubing is 2"... you are at a point where your cats must be replaced. I'd like to see you dyno the car as is, throw on a full 2 1/4" system, from collector back, redyno the car... and compare the results! Of course, you certainly risk a loss of torque... but if you're one to spend the money and experiment, it would surely answer a lot of questions people have! (but to be honest, were it me; I'd just have some high flow stainless 2" cats thrown on!)