Both o2 sensor, and cat went bad. I'm putting in a agency midpipe in it. Do I need to replace the o2 sensor,as well?

 

If it's the front O2 that went bad then yes, if it's the rear, then technically, no. You won't pass an OBD2 emissions test (unless you can block the CEL) and will suffer slightly in highway gas mileage, but that's it.