Does it matter what brand of o2 sensor I go with? Would it actually make a difference as long as it was a good brand(Bosch, denso etc) or would motocraft be best? I’m looking to improve fuel economy.

 

Bosch is what Ford used

But no, as long as they have the correct Ford connector and the lead from O2 sensor to connector is long enough most brands will last the 12 years or 100k miles
The different part numbers are for the length of the lead, just FYI, same O2 sensor