LOL People ask me this basic question a lot. There's around a thousand different codes that could set in the ECM and cause the CEL to come on, depending on manufacturer.
You can buy a cheap code reader for around $50 or so. If you want a good OBD-II Diagnostic scanner, I see the old Snap-On "brick" scanners for sale on craigslist every now and then for around $400-600. Anything more in-depth will run you thousands. Scan-tools are not cheap.