Okay, I've been mainly "lurking" and learning by reading this forum for the past couple of years since I joined and it's been a terrific resource for me, has helped me complete more than a couple of tricky jobs on my '05 Envoy SLT 4.2. So, it's time to pay it forward and here's my humble contribution. If it helps just one average driveway DIY'er like myself, then I'm certainly happy to have been able to help!
The coolant temperature sensor install on an '05 Envoy 4.2L (and a few other model years I gather as I read through the forum) really *does* require a special tool to remove and install properly. I understand that some here have been able to accomplish this feat using a simple wrench but honestly, I'm just not sure how -- I couldn't do it myself and believe me I tried it and at length while uttering *all* of my dear departed dad's infamous "golf" words in the process. So, what is required (as has been reported above) is a slotted 18mm deep socket, much like those used to remove and install standard oxygen sensors. The problem is, your standard O2 sensor socket comes in a 7/8" or 22mm size -- much too large for your 18mm coolant temp sensor install. You can call any parts store you like anywhere in (and out) of town but the only place on planet earth you're going to find the tool you need for this job is in a GM service bay. Or your home garage, if you make one yourself. And that's my purpose for writing this post.
Before you disconnect your Envoy's battery to start your DIY job, go on out to your fave parts store *first* and get yourself an 18mm deep socket (must be "deep", you'll need the added length) and the cheaper the better. Mine was a Craftsman beauty that it pained me to mutilate, but my Envoy was already in pieces in the garage at the point I discovered my dilemma and the local Sears was only a hop on foot away. Okay, so you've got your socket? While you're out, make sure you've got a bow saw with a blade rated for cutting metal pipe and a workbench equipped with a good-gripping vise and you'll have essentially all you need to make your modified socket.
Secure the socket in the vise at a 45 deg. angle *or* secure it parallel to the ground and stand over it to give yourself a good view of your target. You'll want to make your cut at a 45 deg. angle to the socket so as to slice through the one side of the socket and not the other. Cut about 3/4 of the way down the socket, then reposition the socket in the vise and make an identical cut parallel to the first, about a 1/4 inch apart from it. Do the same again, making a third cut about another 1/4 inch from the second one. When you've done all this (took me about 30min going easy but steady on it), grab a chisel and hammer and start to wedge the two small strips between the three cuts you've just made outward so that you can eventually use a pair of pliers and wiggle them right off of the socket. These sockets are hardy and strong, but they *will* yield to a bow saw with a metal-cutting blade and once you've made your cuts, those middle strips will just bend and break right off with a little encouragement. Voila! You now have your very own 18mm slotted socket and the very thing that will make the job of removing/replacing your coolant temp sensor hundreds of dollars less expensive than having the dealer do the job for you. Boo-yah.
I've included a photo of my finished 18mm slotted socket (below). Ain't she a beaut? No, you can't have her.
I'm keeping her in hedging my bet that I may have to do this crazy job again someday. Good luck all, piece o' cake!