First, D2 O2 sensors are cheaper, but they won't work on your D1. There are cheaper universal O2 sensors out their, but I don't recommend them cause you usually have to cut and modify the wires.
Try these sites,
http://www.roverconnection.com/
http://www.dap-inc.com/acc_frm.htm
Also check out Atlantic British.
Between these you should find a little better deal, but they are still going to be pricey.
Good luck,
Mike