OK: All connections (bar the injector piggy-back wiring) can be made to the vehicle loom as it passes into the ECU in the relay box by the battery. This is much better, IMHO, than chasing wires into looms all over the car. Connections as follows:
EDIT: The following is true for Y26SE and Y32SE engines:
RPM (Brown wire on STAG loom): x86 pin 35 (light green)
Lambda sensor 1 (Pink IIRC): X85 pin 28 (Blue)
Lambda sensor 2 (Purple IIRC): X85 pin 44 (Blue)
Ignition switched 12v feed (red): x86 pin 47 (Black)
Of the two connectors on the ECU, X86 is the one, the loom from which leads back through the bulkhead and into the car. The loom extending from X85 runs across to the cable tray on the engine.
You can carefully unclip the covers on the ECU connectors. If you look into the face of the connector you will see the pins are numbered. You can then find the pin you want, and follow its' wire out of the connector, peel a little of the tape from the loom and tap into the wire by scraping away the insulation, soldering the connection and wrapping with insulating tape.
Permanent 12v (Thick red with inline fuse and ring on the end) can go to the battery + terminal, negative (black with ring on the end) to battery - terminal.
Kevin