You can pick up compression testers in just about any auto parts stores for about $20...

To use it:
Run the engine for a bit to warm it up...
Once warm, turn it off...
Go in the under hood fuse box and pull the ECU fuse (so it dosnt try to add spark and fuel)...
Pull out the number one cylinder spark plug and wire...
Carefully (they can get stuck!) screw in the compression tester hand tight...
Have someone turn the engine over afew times...
Pressure will build up, something like 180 PSI... Write the PSIs down...
Release the pressure (theres a little nipple on the compression tester kinda like the thing to let air of the tires)...
Pull it out, and repeat for each cylinder...

Compare the results, generally if the results are close the engine should be fine... But if the results are way off, like lets say 3 cylinders are about 180, and one is like 130 or so, that cylinder has a problem!