Yes, the fuel filter is built into the tank. You can check your fuel system, but it is sorta difficult and best left to a pro IMHO.
Easy things - if you haven't, replace your ignition coils. They are notorious for going bad on our cars, and at 110k miles, you're on borrowed time. Also, check your intake boot to make sure it is not ripped in the accordion-style part of it. These also seem to go bad quite frequently on our cars, and will result in a large vacuum leak.
Otherwise, clean your EGR valve (search for the How-To on this forum), and see if anything is improved after all this.