2000 Jeep Cherokee Check Engine Light

The check engine light is on. The diagnostic test indicated that it is an O2 sensor, Bank 1, sensor 1. I changed the O2 sensor in bank 1, sensor 1 but the check engine light came back on. Sometimes when I first get in the vehicle it will stutter when I take off at the stop light and while it is idleing it will idle rough but when I get going its ok for the rest of the day.
What should I do from here and does the bank 1, sensor 1, O2 sensor specifically monitor certain parts of the engine and if so what are they. What other areas should I check and do all sensors work in unicin or should the other sensors be replaced or does the 87 octane I run/10% ethanol they now issue affect the O2 sensors. Thank You in advance.