Check engine light on but no codes stored

I have a 2002 Classic with the N14. I have recently had a check engine light come on at somewhat random times. When at idle it is not there, when under power it will illuminate, usually.
I have noticed no abnormal readings on any gages, and when I hooked up my scanner today, no codes.
Other than a bad connection somewhere, any ideas?

 

Battery in what?

 

Is that something I can replace myself?

 

I will plug in my scanner and drive around a bit and see if I can capture a code.

 

I will worry about the battery later, just want to see if there actually is a problem with the truck.