You can get a universal type one from eBay if you search for Lambda sensors.
The type you want, I reckon, will be the 4-wire jobbie (green, grey and 2 white wires from memory but check your wiring by looking at it where it goes into the connector plug on the bulkhead). It's unlikely to be anything with 3 wires and certainly no red wires.
The eBayer's who know what they're selling usually are pretty clear on the wiring (wonder how many returns they get!
The best type to go for are Bosch or NGK... they are a bit dearer than the very cheapest but are better quality and come with a moulded connector plug on the end of full-length wiring, so you just connect it to your car. Job done.
The very cheap ones come with short, bare wires and no connectore, so you have to cut your existing wiring, near the right length and join the wiring to the new lambda wiring, then fit shrink-fit sleeves over the joint to keep it waterproof. All the stuff usually comes in the kit.. but the joints are obviously a weak spot and if they scrimped on the connector plug, perhaps the lambda itself is a bit lower quality too.
I used all types.. present one is a very cheapo... but I'm having some problems with the lambda heater/wiring.. ergo, my point about getting a one-piece/complete item if possible.
OE part is way dearer (twice the price) than a brand name but if you have to use an Alfa dealer at least you know it's a good piece of kit.. your one just worn out, is an AR part, so you can see how long they last..