Rough idle is caused by what?

is there a check engine light on?
if so, most LIKELY is a vacumm leak of some sort
if not, most likely an idle air control valve problem, its most likely dirty...
figure that out, the icv needs cleaning often.

your ICV is most likely out. Easy swap and fixed my M3 stalling.

I would how long it was since the plugs where changed? Ever?

They need to be changed at 75K. I was surprised how trashed mine were when I replaced them at 75k. I was also pleased when my gas mileage went up 10%. Now I was not stalling out but idling maybe a little rough.

You could be choing on a dirty air filter too? You wouldn't do that would you?

that would be one hell of a vacuum leak to cause stalling. vacuum leaks usually cause the car to stall, its basiclly false air, the o2 sensor downstream will tell the dme to go rich.

When does it stall?

Like when the car is cold and first started?

When warmed up and stop at a light?

Is the car always idling rough or at certain time? What times?

Did you just buy the car?

Do you know it's tune up state? Could it be the plugs badly need to be replaced?

How many miles on the car?

Probably caused by a vacuum leak of some type, depending on year and chassis of your car. I would begin diagnosis by checking the DME fault memory, then most likely checking for vacuum leaks and the operation of the crankcase vent valve. Replacing the air and fuel filters will not fix the problem, nor is it likely that the spark plugs will either.