My Jeep is a '99 XJ 4.0 (AW4) with ~197,000 miles.

Alright so when I turn the key to ACC, I hear the fuel pump turn on, when I try to start it, it seems like something is blocked up. If I give it gas it runs, but I have to keep on the gas to keep it running. What is going on? Fuel Pump/Filter, Injectors?

Also, it's had an intermittent check engine light on for the past 4-5 months. Every auto parts store I go to says they can't read it because it's intermittent.

 

Well, for starters it sounds like your (IAC) Idle Air Control valve, isn't doing it's job. That is what allows you to turn key start your fuel injected jeep. They are notorious for getting all gummed up with varnish from cruddy low grade fuel. Remove it from it's bore in your Throttle body and clean it. Give it a good scrub and it's bore a good scrub with a toothbrush and carb. cleaner.
You could also be experiencing the first signs of a fuel pump that is getting ready to take adump soon. Do the pressure test. Connect a pressure gauge to the test port on your fuel injection rail. start the Jeep. 95 and older XJs should have 30 PSI. I'm not sure of what a 96 and newer should read. I do know it is higher, though.

 

Thanks for the response. I'll try the IAC. Fuel pump might be on it's way out but I can't afford that for another week.

Which one is the IAC? I can't find a useful photo or diagram anywhere.

EDIT: Found the IAC, got the Jeep to stay running with the right amount of throttle, removed the intake hose, spray carb and choke cleaner, tap with hammer (ASE mechanic told me to do so), repeat. Must have knocked some buildup loose. It's much better now.