If you've already replaced the fuel filter, the next thing I'd be looking at is the Fuel Pressure Regulator on the high pressure fuel pump.
On my car, the engine would intermittently cut out, but only in this specific scenario:
- Engine is at normal operating temperature
- Attempting to increase engine RPM after idling for a short amount of time, i.e after dipping the clutch.
So basically, if I dipped the clutch pulling up to a roundabout etc, or slowing down for a speed bump, then tried to accelerate again, the engine would cut out.
Or, if pulled over with engine sat idling, I'd go to move away, and the engine would cut out.
If I made a note to keep the revs at approx 1.8krpm instead of allowing the engine to idle, the car never cut out.
Ive since replaced the Fuel Pressure Regulator over 16 months ago and it hasnt cut out since then, so problem solved.
NOTE that the regulator on cars between 2002 and 2004 (euro 3 engine) have THREE bolt holes... Later Euro 4 has only two bolt holes... They are not interchangeable so make sure you order the right one.