Renault Megane - Misfiring, Shuddering?

I have an 02 megane 1.6 dynamique. Fine when engine is cold but as soon as it warms up (approx 1.5m down the road) the engine holds back and shudders. Like when you're driving in too high of a gear. And the engine management light flashes up. Took it to the garage and the diagnostic machine showed cylinder 4 misfire so we had the ignition coil changed. Also had spark plugs changed. Made no difference. Still showing cylinder 4 on diagnostic. Garage have suggested changing the other ignition coils but I doubt very much that this is the problem. A friend of mine has suggested that it could be the coolant temp sensor or the lambda sensor. Has anyone else had this problem before? Any idea of cost to fix?