With the car sitting in neutral or park, can you easily run the engine up to 4000 rpm or higher? If it runs o.k. without a load, then that eliminates many possible problems.
Was the only fuel filter you replaced a little in-line one?
Standing by the tailpipe, have someone goose the accelerator, is there a reasonable increase in exhaust or does it seem to be restricted as though you have a plugged up CAT?
'85 300 SD, 165K-Sold
'88 300 TE, 165K-Sold
'64 Porsche 356C Cabriolet
'86 560SL 124K Miles
'94 320E Wagon, 74K Miles