MIL Light is on, Suggestions on where to start
 

Ok so my MIL has been on since I've had the car and I've finally decided to hunker down and seriously work at getting it off.

Ran the car through the OBDII with the following results:
Misfire Monitor OK
Fuel System Mon OK
Comp Component OK
Catalyst Mon Inc
Htd Catalyst n/a
Evap System Mon Inc
Sec Air System n/a
Oxygen Sens Mon Inc
Oxygen Sen Htr Inc
EGR System Inc

No Codes

When checking MIL Status of the car it says it should be off when engine is on. This is obviously not the case.

Car Details:
1996 Mazda Protege 1.5 L CA Emissions

I'm thinking change O2 sensors to start. Potentialy changing the Cat Converter.

Go to Carsurvey.org, read review and comments on '98 Protege, "a lovely runner".
I posted a checklist there.

Good luck.

Thanks for the tip. I'll check the MAF and hoses before O2. Hopefully I can at least lessen the amount of readiness codes indicators. :)