If I am not mistaken, I believe the 02 Sensor is located in the hole on this image.

 

There is one in the exhaust manifold and one in the downpipe as shown above.

This site is a good source for OEM parts. It is very easy to look stuff up, much better than gmpartsdirect as far as that goes.
http://www.rockauto.com/catalog/raframecatalog.php

 

the pic shows where the down stream o2 sensor go's, you want to change the o2 sensor thats on the exhaust manafold. you can change the down steam one if you want but will not help engine proformance. if the lights not on it don't need the down steam because all its there for is to check convertor abilitly to convert exhaust gases.

 

Generally they are in the exhaust section. DEPENDING ON THE CAR some may have one, some may up to four. On the HHR there should be 2. Upstream and downstream or BEFORE the CAT and After, so the PCM/ECM/ECU or whatever they call it can see the difference the CAT is making.

As for issue, could be a wire issue too, its a little darker but I would replace those 2 items and go from there.

 

To get a better deal buy a direct fit Bosch as they are an exact match and cheaper than GM's in most cases.

I just did the upper and lower on my 04 GTP with the converter. They are easy to change. Just make sure you have a thick walled O2 socket. KD tools makes a good one. The cheap ones can flex on sensors that are in tights and strip.

Most of the new ones come out easy due to the stainless exhaust. Just make sure to use the copper high temp anti seize.

For both sensors and the converter it took me a little over 35 min. Stainless exhaust are so great when they also use stainless nuts and studs. Very easy to change.

 

Rather than throw parts at it, I'd check it out with a code reader. I bought one for about $180 last year and it has been a huge help on all of my cars. If you don't want to purchase, Advance Auto and Autozone usually will run it for you and you'll get an idea of what's causing the Check Engine light to come on. Of course, there's always your GM dealer who specializes in this and sees these problems every day.

 

Yes I would still read the codes. But changing the o2 sensors is still not a bad thing nor is it throwing parts at it..

They may still be working but like I stated they start to fail around this time even with no light. Changing them is like the plugs something we all should do around this many miles. Most people wait till they fail and often see other issues because of them.

The Converter change not so much needed unless you have another issues to damage it like I did.

 

After getting the P0301 code and switching out the spark plugs, hoping that was the problem....my check engine light came back on today.

 

Run a scan and check the code. I am guessing 02 sensor but it could easily be another with that many miles.

PO420 code is very common around this time. It usually a O2 sensor.

The O2 sensors cycle and as they age they cycle slower and give poor reading leading to the car not running clean.

But it could be several other things too so just get a code.

 

Took it to the shop and it had the P0301 code in history as well as a P1174 Fuel Trim code. They said the new plugs might have caused this code to be thrown so they just reset it and sent me on my way. Now about 60 miles later the check engine light is back on, haven't had it checked this time. I've seen write ups about the fuel injectors but also read about o2 sensors. They said they coudn't find anything wrong but there is clearly a problem somewhere.