Service engine soon light.

I have taken my 2002 Mustang into the shop several times for intermittent problems starting and running typically in, but not exclusive to, cold weather.
The engine turns over but will not "catch" and run on it's own without keeping the accelerator down slightly and keeping the RPMs up. Letting off the gas while braking will result in a stall.
The dealership can never find anything wrong. The problem seems to be one of those elusive ones that won't occur when it's in the shop and you feel like they are looking at you like you're crazy or something.
They said that the diagnostics test yielded no problems despite the SERVICE ENGINE SOON light being lit. The starter has been replaced but made no difference.
Any ideas other than the obvious "Take it somewhere else"? This Ford dealership is one of the only ones that honor my aftermarket extended warranty. (But that's a whole nother topic)

Ford 2002 Mustang GT Automatic V-8 sounded like a loud pop from rear of car then very loud sounding air noises and a clanking sound from front end started and continues each time its started back up no visible leaks from vhicle and check engine light not on at time and oil is registering on the dipstick when checked.

My mustang started misfire. The code said number one misfire. I put on new wires and plugs and air fllter. Service engine light went off but now when giving gas it sputters what could be wrong