Low oil or a faulty oil level senser
The "bulb check" feature of most cars work by all coming on momentarily as the key is turned to the "on" position before turning further to the start position, then go out if there are no problems after engine is started and running. Also on the "Check Engine" light will illuminate any time the key is in the "run" position but the engine is not running.
check coolent level
There are a number of reasons why a check light might be coming on in your car. Once the check engine light comes on it is important to get the car to a mechanic for diganoses.
Check for continuity coming from the switch from the "start" position. If it is good, then the starter is defective, or a loose wire somewhere around the engine.
Check the throttle position sensor
check your oil level?
If the light is not coming on when you turn on the ignition, check the bulb, it may be blown.
It is not supposed to be on when engine is running unless there is a problem.
Camshaft Position Sensor Circuit Intermittent
'Well I have a 95 Buick LeSabre, and the check engine light keeps coming on. So I asked a guy at car-x, and he said that usually occurs when you go really slow on the interstate.'
Your check engine light will not come on in the auxilary (accesory) position. It comes on when the key is in the on (run) position to check the warning lights just before you start the vehicle.
There are pages and pages of things that can cause a check engine light. You need to have it checked with a scantool. Then the code can be diagnosed and repaired.