Donīt know how to check neither, above my very rudimentary skills. I don't even know what you mean by cap and rotor... a car with electronic ignition has these?

(now you know how clueless I am!)
From what you guys tell me, obviously I am very skeptic about it being the oxygen sensor. I am replacing it nevertheless (I should, right? as it can damage my cat and is hurting my engine behavior, efficiency).
Anything I can check quickly if car leaves me stranded again?