If batteries are not replaceable, how do they check if they are still good?
You'll get an error on the DIC and shops have the equipment to see if the sensor is sending a signal or not. If it's not, they replace the sensor with a new one.
Does Walmart and costco sell their own TPMS sensors?
They are made buy auto part manufactures. So Walmart and Costco "could" sell them, just like they sell oil fliters.
Does anyone know how much they charge and if they are any good? I have seen some generic models that can be programmed depending on vehicle they go into.
Just look on ebay for your years truck... "2004 tahoe tpms sensor"