1. Identify your Avalanche's engine: Check your vehicle's paperwork or the sticker inside the driver's side doorjamb. Common engines include the 4.8L, 5.3L, and 6.0L V8s, and possibly others depending on the year.
2. Consult a repair manual: Once you know the engine, find a repair manual specific to your year and engine. This is the most reliable way to find the exact location of the oil drain plug. You can find these online (often as PDFs) or at auto parts stores.
3. Look underneath the engine: With the vehicle safely supported on jack stands (never work under a vehicle supported only by a jack), carefully look underneath the engine for the oil pan. The drain plug is usually located on the bottom of the oil pan, near the front. It's typically a fairly large bolt.
Caution: Working under a car is dangerous. Always use jack stands, and never rely on a jack alone. Wear safety glasses and gloves. Be aware of hot engine components. If you're unsure about anything, take your Avalanche to a qualified mechanic.