Check engine light but no codes?

I have a check engine light and I took it to my friend's shop. We tried to pull the codes but nothing came up. Light doesn't always stay on either, I thought it was because I took out the two smaller cats at first, but the O2 sensors are before the cats. I do have a pinging problem sometimes, the old marbles in a jar sound. I tried to clean out the MAF as posted before, but no help. Before I just randomly start replacing stuff, what else can I do to find out what's going on? I did a tune up last year, so I hope that's not the problem.

I'm not sure actually what code I got, or if I got anything at all. I used a reader at my friend's shop, I think it was from MAC tools? Yes, I did plug it into the one in the engine bay. Should I get the reader from napa/kragens for 30-40 bucks with the wire extension?