When you wire in an AFR gauge, do you use the OE lambda sensor and share it with the ECU or do you have to fit another one?

You share the OE one. The impedance on the Dawes/Link etc. gauges is very high so it doesn't (as long as you wire it up right!) upset the voltage the ECU sees.

What is the difference between wide and narrow band sensors, and which of the two is the OE one?
Thanks, DB.

The standard one is narrowband - it's effectively a switch that flicks back & forth over the stoichometric point (14.7:1) and therefore can feed this information back to the ECU for correct mixture (for a cat, anyway :)). It can be used for a slightly wider AFR readings than 14.7:1, but isn't very accurate, isn't linear & the range is only really 11:1 to 15:1 (and that rather vague!). Very vaguely £50 for the sensor, and it simply generates its own current (which is then read). Basically, a single wire, although there can be up to four (signal, signal ground, heater current, heater ground).
Wideband is considerably more complex & uses a different type of sensor, and some electronics that control it. The sensors are £50 (if you're lucky) up to £250, and the control box £300 for a DIY, £1,000+ if you go for a 'brand name' type thing. But, it should accurately give AFR between 9:1 & 30:1 (or thereabouts), typically in a linear readout, and is therefore much better for setting a car up, but usually can't be used with a 'standard' ECU without additional electronics to 'fake' a narrowband (at which point you could say it's a bit pointless :)).
I think that covers most stuff?

Thanks nom, great reply. Presumably the narrow band signal is adequate for detecting leanness?

Yup, as long as it's working right!