My 2003 GMC Sierra idles rough and cut off sometimes when turning.Replaced fuel filter and changed plugs.engine light stays on.Which 02 sensors do i need to replace first? Before converter or after converter.

Before replacing the O2 sensors, I would check the fuel pressure. You may also try to have someone pull a trouble code from the powertrain control module to verify why the engine light is on. Do not replace any parts until this is done, otherwise your going to be guessing at the root cause, and it will get expensive with part replacement.