A good URL should always return code 200 and a good SEO redirect should always return 301 (be aware of 302 redirects).
You can also use this tool to find out broken links (404 status codes).
Most common HTTP status codes and what you need to know about it to help you in doing SEO:
Warning!If a page returns 200, but actually the page doesn't exists and should return 404 Page not Found, it should be fixed (check .htaccess and rewriterules), else it can hurt your SEO because Google won't make a difference between good pages and non-existent pages. It can create duplicate content in your site.
For a list of all status codes, you can check Wikipedia.
Also you may want to read Common HTTP Header Error codes and fixes.