I believe Autozone and O'Reillys will check and read codes for free.
this is true. the reason i got one, is because i want to know NOW. also, the zone balked at erasing the code. i know from past experience that o2 sensors dont just crap out, they die slowly. if you take the car to a shop/dealer with the ce lite on for an o2, they will try to sell you the sensor, and will NOT erase the code. most independents(at least the ones I work with) will make a note of the code, erase it, and test drive. if the ce dont lite, they will like put a note in the glovebox, or somewhere that they can reference back to. then, if the car comes back for the same code at a later date, they can make a better decision. or, tell you it is a dying sensor, and you need to get it done pretty soon. misfire codes is another one. it might just need plugs, plug boots, etc, or, when erased, it might go away. but, if you take it in with the ce lite on, the dealer will try to sell you work/parts. dont IGNORE the ce lite, like some do, then it might make other things happen, and get worse.