Code P0170

Check engine light on as well as the symbol that shows the car skidding. Plus the little light that illuminates the transfer case is blinking. This is in the same cluster that indicates if all 4 wheels are engaged. 4wd appears to not engage.
Researching the code PO170 indicates several possible malfunctions including MAF sensor, O2 sensors, air intake gaskets, vacuum leaks, etc. What is the best way to proceed without buying each new part until you find the faulty one?
I have checked for vacuum leaks and there appears to be none. So which part do I replace first? Or any other advice would be very helpful. Thank you!