2003 4.2 l engine
 

Oil pressure warning light is on.
Are there things I should check or do before replacing the oil pump?

YES !!
Verify there is actually an oil pump problem BEFORE doing possibly a lot of unnecessary work.

Place a mechanical gauge in the port where the oil pressure sender is and verify there is actually a pressure problem.

Lets hope it is only a possible faulty sender. Let us know what you find, thanks.

Some engines had a pressure sending unit AND an oil pressure switch for the light.