Diagnostic thing?, well, you can buy an OBD II code reader, it reads all generic codes on '96 and up model years on all makes of cars, except proprietary SAAB codes, but it should be enough though, Mine is made by OTC and it cost me about 130 USD, which is not bad, considering the money saved when you're able to read and erase DTCs. I'm not sure where you can buy it, got mine through my Snap-On dealer, google the thing!
Actually, it´s 96 and newer. It may work on a 95 but nothing´s certain. Best is to try one of those out at first. www.scantool.com sells a pretty good kit. I´ve tested that on a 96 9000CDE and it worked lika a charm.
OBD II came into effect in 1996 but some 95 cars will have OBD II, prior to that there was OBD I (I don't know if Saab used it though) A generic OBD scanner will work, but to really deal with the car you would need the Tech tool, which is very nice, but a good chunk of change. A basic OBD code scanner should be found at any auto parts store, at a pretty reasonable cost.
Edit: Didn't the 9000 turbo in 91 and 92 need a special scantool called the ISAT instead of the Tech scanner?