I realize I'm not Chris, but...
Generally a doc has to order the labs. I go into my doc's office and they draw the blood there, and send it off to the lab, and I get a bill for my portion of the charges thereafter. Specifically, I pay my regular 30% coinsurance if the bloodwork is not considered "preventive."
So once a year, I am allowed a general checkup. For that visit, because it's billed as a "preventive" visit (not dealing with a particular problem) it's covered 100% and I don't pay anything. For follow up visits to check bloodwork because I'm on a funny diet, I pay the 30% since that's considered "treatment" and not "preventive." They love to split hairs.
Additionally it's fair to point out that all plans are different, and what mine covers doesn't necessarily say anything about what yours covers. It's best to check directly with the insurance provider about when you pay for labs, and when they're 100% covered.