You can wire them up in different ways mate ..

4-wire have 1xsignal, 1x earth, 2x for heater (1 is earth)
Many are wired from ignition supplies, or relay .. some from ECU.
The heater is there mainly to get the signal running as soon as poss. I dont think the load is an issue, as I have connected a few up from scratch, when I was fitting my own lambda, into ignition supply. Most run 0-12v. Some run a 5v system (like the Rover V8 Gems, for instance)

Older Yanks just have a single-wire. These work OK too, just a bit slower to run.

"Cargo" brand are OK .. 4-wire are about 40 squid.