I just had this battle with my car.. took about a year to figure it all out. Turned out to be the distributor (after I replaced my coil, plugs, wires, cap, rotor with no change), I had the fuel system checked under load and I was baffled. No check engine light either. I did get a code about a fuel pump circuit failure. Typical PIP/pickup coil symptom.
The first thing I would suggest is that you pull codes and let us know what it says. Remember, you can have codes stored even when the check engine light is not on.