check engine and running poorly

my cars check light has came on and off a few times and is now on perm. I have also changed the plugs, wires and air filter; it seems to be shuttering or hesitates when accelarating from 40 to 50 mph. Or like it is only running on a few cyclinders. Any ideas on what i could look at next; oxygen sensor, fuel filter or ?? It is a hyundai accent gt 2003 with the bigger 4 cycl engine. It is also consuming a lot of gas.