Thanks to all that answered the location of the sending unit. I just replaced it with a new one from the dealer. Pretty straight forward job. Now I need some more info.
When I replaced the sending unit and turned on the car, I didn't start it, just turned the key to the on position, the oil gauge read '0' for the first time I have had the car. Great, this is what I expected to see. I started the car and within a few seconds, the gauge read full oil pressure. I drove the car around the block and checked for leaks.... Nothing. So I buttoned up the job.
Well about 1 hour later, I needed to go to the store and noticed that when I turned on the car, the oil gauge read 3 still.
My question is: Is it normal to have the engine HOLD oil pressure? Is there some check valve that keeps the pressure high so there is no oil starvation during startup?
I will see if the pressure is still high after the car sits for a while, maybe overnight. But can someone please help me out here. Could it be that my new sending unit went bad afer 1 hour of use?