How much gas was in the car before you filled it up? It will take a few cycles to get all that old gas out. Try adding some drygas to the mix as I'm sure a bunch of moisture got in there over 3 years...although you are out in california so that's very different weather than the east coast. No, it's probably not your fuel filter, but it won't hurt to change it, and it's a cheap part. Check the air filter, and replace if needed, should be about $10 for a cheap one at autozone. CHANGE YOUR OIL. If the car has been sitting that long, the oil NEEDS to be changed before you do damage to the car. I would even recommend changing it with cheap oil, letting it run in your driveway, then changing it again with better oil and filter, but if you've already run it for awhile, I guess you don't need to do this. FLUSH your radiator fluid. Out there in the heat this is important.
Ok, now for your problem, as all that is just general clean up stuff. It's definitly an Idle issue, and could easily be the EGR. My car had very similar problems when I first bought her. Do this in order, as it will probably be the cheapest. (You're going to want to do the stuff above really soon as it will only benefit the car)
1) Buy a can of Electrical Parts cleaner. Take off the Air flow meter, and inspect. Spray the thing down w/ the cleaner to remove all the gunk/ carbon deposits.
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2) Take off the intake line from teh throttle body. Take the throttle body off from the car. Use the rest of the cleaner to spray down the inside of the throttle body, moving the butterfly valve back and forth so you can get around it. If you run out, use regular Carb. cleaner or brake cleaner to finish the job. Remove the idle air screw if you can, and spray that out as well. Then tighten the idle screw all the way, and loosen it 3 complete rotations. That's a good basis for it. You will need a new gasket for the throttle body (ppl at the auto parts stores are normally stupid so ask for a TBI gasket to help them in the right direction) Once that is done, install the throttle body back on and connect your intake.
3) Take a paperclip and put it in the diagnostics box on the right hand side of the car (WITH THE CAR OFF) - jumping the pins GND and TEN. Use the search button here for a more detailed explaination, or check out the FAQ section. Just be careful when doing this not to connect to anything but the TEN and GND or the paperclip will melt
4) With this done, have someone start the car, while you listen to the engine. The mx3 should idle about 650-700. If it is idleing too high, tighten the idle air screw, if it is too low, loosen it. If the car doesn't want to idle at all, then I think it's your EGR valve.
5) Remove the EGR valve. Use the online manuals to find out where it is. Once it's off the car, take lots of carb cleaner, and a pipe cleaner (one from an auto parts store that won't melt from teh cleaner) and clean out the black stuff from inside. Keep cleaning until the valve inside moves freely, and all the crud is out. It's a pain, but worth it. I believe you will need a gasket for this, but it's been awhile so you will have to check.
6) Install everything, and repeat steps 3 and 4. If still no luck, then we will have to try other things.
Keep in mind that gaskets for the Mx3 are not always in stock, so it might be a good idea to source them BEFORE you start work on the car.
Good luck!