Hook a computer up to your car with TTS Datamaster and check for error codes. Bad O2's will throw codes
61: Oxygen (O2) Sensor degraded
63: Manifold Absolute Pressure (MAP) Sensor - signal voltage is high
OR Small EGR failure
OR Right Oxygen (O2) Sensor failure
There are a variety of codes for lean/rich conditions, but those aren't really indicating O2 failure. Oh and if you don't have a cable and/or laptop, I think Autozone will scan for trouble codes free of charge.
Yeah if you pull your O2's out and the problem persists then it may very well indicate that you have dead O2's.