This sounds really obvious, but I'll mention it anyway. Make sure that the location where the muffler shop installs the bung is within reach of the O2 sensor wiring. You don't want a strain on the wiring connector. You also want the bung at an angle that would make removing the sensor easy with a box or open end wrench (if you don't have the special O2 sensor socket - a deep socket with a slot to allow the wires to hang out).
'96 ZJ, 4.0L, 42RE, NP242, stock D30 and D35-LS w/ 3.73, 4-1/2" lift, 32" BFG ATs, Magnaflow, JKS track bars and disconnects, spare tire carrier, Optima red top, ROLA roof rack, KC SlimLite driving lights, CB and Yaesu ham radios, GPS