I had the same issue. What I found out is that early-2000's GM ABS systems can't be read with general OBD II code scanners, you need a scanner that can specifically read ABS codes or go to the dealer and have it scanned with the GM Tech II.
IF the scan is being done correctly and no codes can be pulled, that means the EBCM is dead. Good news is that I found a guy that will rebuild it for $99.
What happened to me is that a local shop told me they had the right scanner but couldn't pull any codes, so I deduced that the EBCM was bad. Well, after the rebuilder refunded my money and sent it back because nothing was wrong with it, I figured out that the shop must not have had the right scanner and therefore wasn't pulling codes correctly. Turned out I had a bad speed sensor in the LR hub bearing.
In terms of potential problems, the entire system consists of a speed sensor in each hub, the EBCM and wiring between the sensors and the EBCM. The problem is there somewhere. I found out how to check the speed sensors in the hub bearings using a multimeter, that is posted earlier in this thread. If the sensors test OK, then your problem is either in the wiring or the EBCM itself.
Otherwise, if you get it scanned, be sure it is being done with the right scan tool so you don't get yanked around like I did.