How to check for codes?

[ls1bowtie]

I was wondering how to check for engine codes. Do i just take it to a local auto parts store or what? I think I have a bad o2 sensor, my gas mileage is pretty crappy. Also I am running very rich and I have heard that would kill the o2's. How do I fix this?

[2001NBMZ28]

Is your SES light on? If you don't have access to a scanner, around here Auto Zone will read them free.