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Who said anything about a gauge? I said CONTROLLER... Sure, some gauges have the controller built into them but you still need a CONTROLLER to interpret what the O2 sensor is reading. Wideband O2 sensors are different than narrow bands. A couple of the cheaper companies that sell controller only units are AEM, INNOVATE, and PLX.
Just an FYI, you would be wise to have a gauge as well, to ensure the voltage offset in your ecu is correct so that the afr reading is accurate. You don't need to leave it hooked up, just use it for setup.