I don't know about the Cobb DP, but I assure you that both the 2 piece 2 cat Perrin and also the one piece single cat Perrin DP's have the O2 sensor bung welded in. I bought the one piece Perrin DP and it's excellent. I don't get any extra cabin noise at all, but I can hear my turbo quite a bit more
One other thing is I'd recommend the Grimmspeed gasket(s) for this. Good price and top notch quality with a perfect fit OEM style for less cost. I've only heard good things about the Cobb stuff as well though. I just prefer the divorced wastegate design from Perrin.
