Ford E150 Rough Idle

Check fuel pressure, Mass Air Flow Meter. When was it tuned up last. Any of those things can create a stutter or misfire. According to mileage you should be on your 2nd major tune up by now and I wouldnt be surprised to hear on your second fuel pump as well

Why did you replace the egr valve? If your egr position sensor is bad, your pcm would pick it up and throw a code. It's possible it's not really idling fine out of gear, just that being in gear amps it up to where you can feel an or hear it. As above poster said check those items, also possibly an o2 sensor could be crapping out, maybe switching slower then required. If your vehicle is obdI, a lot of issues won't necessarily set the check-engine light. Have you had the computer scanned, both koeo and koer? Sometimes things will show up in the latter test, but won't set the light as long as parameters are being met. Which may be at the edges. Enough to cause issues that can be hard to track down. Don't replace things needlessly, it's a waste of $$$$.

Another thing, it's possible your intake valves and or manifold may be crapped up, maybe a good cleaning may help.

There a couple ways. The easiest for you may be to use a couple castle products called hydroblast and cleansrite. GM top cleaner does the same pretty much as well. Hydro blast can be sprayed into a vacuum line while running such as the line off the vauccum booster. Spray at least 3 minutes and stall the engine. Let set for a few hours, the run the truck in a lower gear for a mile or so.
Cleanrite is sprayed through the thottle body-I like to scrub the plates while doing this with a brush.

What is it, obdI? Do you have a connector labeled EECIV, it's a black connector, usually in a holder on the firewall around the heater box. If you do, go buy yourself a code reader, probably around 30 bucks and learn to use it, relatively simple. Not only that. Even though it doesn't say so, it can also be used to pull abs codes from so-equipped vehicles, it uses the same type of connector, they're located in tandem on the firewall. I recommend everyone who plans on keeping their car for any length of time get a reader for their vehicle, you don't need to get fancy with it. One trip to the dealer costs more then the reader. Even if you need obdII, I think some 95's may have been, you can pick up a scanner for less then a 100 bucks. ServiceWriter has it right with the cleaners, there are several, follow the directions, may take a couple of times to get it cleaned up.