Check Engine Light On

Part stores make their money by selling you parts. What they do is sell you the part that is indicated in the code description. The problem with this is that the code pertains to a specific component or system as a starting point for diagnosis, not a conclusion and a part to be replaced. Contrary to popular belief, a scan tool (code reader), is not a crystal ball. You must understand the system that you are diagnosing, as well as the operating principles of the components in the system. For example a code number P1133 is just one of many oxygen sensor (O2S) codes. It can very well mean that the oxygen sensor is bad, but often times the oxygen sensor can actually be detecting an incorrect fuel mixture condition.

Therefore, replacing the oxygen sensor and clearing the code, is at best, a very short term fix and a waste of time and money. As a matter of fact, you have not fixed the problem at all. The check engine light will stay off until the computer runs the appropriate tests, and it fails twice. This can take one single day or six months depending on driving style among other varying conditions.

Unfortunately many auto repair shops will do the same thing as the parts stores due to lack of technicians properly trained in computer diagnosis. Here's a real life example I found: obd-codes.com/forums/viewtopic.php?f=2&t=3995
So what do you do? Your best bet is to take it to the dealer. The dealer technicians are generally better equipped to diagnose your vehicle, since their training is centered around the brand of vehicle that they sell. They have better access to manufacturer information, factory repair manuals, vehicle specific tools, diagnostic equipment, and factory technical assistance.
Independent repair shops have access to some dealer information and special service tools. But they do not have access to the latest information or the less commonly used special service tools. Of course, there are a lot of highly skilled and knowledgeable technicians who are not dealership mechanics. Most of them have been at some time in the past, however.
Unfortunately, the access to information and tools does not make someone a better mechanic. It only ensures that a qualified technician will have the resources he/she needs to quickly and effectively diagnose and repair the vehicle. It does not automatically ensure the integrity or skill level of a dealership or repair shop. For this reason, you should choose a repair shop that has a good reputation and has effectively and honestly repaired a vehicle for someone that you know. Ideally, you would know five or more people with a good report about the establishment.