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Currently I have no cats and O2 sims in. When I get some LTs, do I need to buy some of these wideband sensors and put them in for a dyno tune, or is this something the tuning shop will have that they install then remove after a tune?
Your Dyno Shop should be able to hook up a wideband at the tailpipe. My local one charges $75/3 pulls plus an extra $10 for the wideband, well worth it.
I know it is more accurate to actually have a bung and widebands installed in the headers so you can get a "pre-cat" reading, but I'm not sure if thats true if you have no cats. If you are doing an FI or N20 setup and/or you plan on playing with the A/F, installing your own makes sense.