GMC Repair: 1999 GMC Yukon Service Engine Soon Light, gmc yukon, oxygen sensors

Question
I have a 1999 GMC Yukon with 56,000 miles on it.  Three weeks ago the "Service Engine Soon" light came on and we replaced 2 catalytic converters.  
A week later, the "Service Engine Soon" light came back on.  It came on as I was pulling into work.  Since it was 5:00 in the morning and no one was open, I didn't have it checked.  When I was on my way to the auto shop that afternoon, the light went out.  My mechanic checked the computer but there was no code.  A week later the same thing happened, except the light stayed on about an hour longer.  This morning the light went back on.  Everytime I get the car checked, there is no code on the computer.  Why would the light keep coming on then going off and how can I get any problems fixed if there is no code saved?
Thank you.

Answer
Since you replaced both cats, You probably have an intermittent fault in one of the oxygen sensors. Personally I would not worry about it until you can get it to a repair shop when the light is actually ON and do NOT turn OFF the engine once you get to the repair shop as they can plug in their diagnostic scanner into your system while the light is stiil ON and find your fault.