I don't think there's an actual oil pressure gauge anywhere in the car, AFAICS. The oil pressure light is run from an oil pressure "switch" that just switches at a certain pressure. A real aftermarket oil pressure gauge is on my list of things I need to add (as well as a real water temp gauge if the info center doesn't prove easy to hack, which is quite likely).
I bookmarked this a while back, I believe the idea came from reading travisjb's journal. Replacing the clock with this for accurate oil pressure and water temp would be nice:
SPA Oil Pressure Water Temperature Gauge DG 200