Wideband Installation

What Gary said.

There is a washer on the sensor that seats nice a tight against the flat surface of the bung and you'd be aiming to get some decent torque on it to prevent is rattling loose over the first few hundred miles. You don't need PTFE.

Just to note that although you don't want a voltage drop to the power supply, it is inevitable that you might have the odd spike during cranking (which is when the sensor is drawing most voltage for the sensor warm-up period). I supply my wideband a 12v feed directly from the ECU 12v feed and I've recorded logs of it dropping off during cranking periods while warming up. Most widebands have a minimum operating voltage of 9v. My LC-1 throws an error when cranking voltages sometimes drop off below 9v momentarily. I'd advice you take Garys advice and make sure that nothing capable of creating a drop is also in the same circuit as your intended supply while your actually driving the car. If someone trys to wind a window down while the heaters are on and the radio is up then you could potentially have problem on your hands if the circuit you tap off is inadequate and also powers other regularly used accessories.