If you have a laptop, I can wholeheartedly recommend the Car Code interface (
www.obd-2.com). It's a little over $100 depending on the model you get, but it works great.
You can download the software from the website and check out its functions. It is designed so that it will work on older laptops, I think it can even handle a 386 running Windows 3.11. Of course it works on modern hardware too.
I like the 'data recorder' mode. Turn that on, go drive a loop (or autocross course) and see what the engine controller was up to during different phases of your drive. It lets you watch individual sensors of your choice, and even has a digital dashboard screen.
I'm planning on building a car computer system with an in-dash LCD touch screen, so I can have the digital dash running as a normal thing, rather than strapping a laptop to the passenger seat.
Jim