I think they check everything like spark plugs and all of that.
They generally don't; they'll just change them out at the recommended interval.
Also, O2 sensors usually need to be replaced between 80k and 100k miles or so.
If you know something is scheduled for replacement, you can often buy OEM parts online for 50-60% of shop prices, toss them in the trunk and ask them to use them.
They mostly don't care, because having to re-stock stuff is a cost for them, which is why you pay a 15% restocking fee on their parts - and if it's something they don't stock in house, you'll pay a bunch for same-day courier delivery of the parts.
You can't really do this with stuff that wears out and their techs find the bad parts, but you can usually save a lot of money on scheduled replacements and things you know require repair/replacement. Just don't get cheap knock-off stuff that may not work, or can cause damage, because if you hand them a non-OEM or reputable part and they use it, they're not going to guarantee/warranty any fix they do with it.
My old 3-series went thru 2 radiators, and when I saw the small leak on radiator #2, I bought one for $185 (OEM, on BavAuto) and had it shipped UPS ground. Same part from the dealer/shop was $450-500 because they'd have to source it same-day or overnight.