Fuel filter is normally tucked up inside one of the rear wheel arches, think its the drivers side ( but dont quote me on that )
Also have you cleaned the idle control valve?
2 x torx 20 screws, dont lose the O ring, pop it out & also clean the air bypass hole the plunger slides in to ( dont try & take the valve apart, they break if you do )
Also have a look at the throttle butterfly & inlet, if thats dirty give that a good clean out with some carb cleaner, go gentle & dont scratch the metal of the inlet or butterfly.
Coolant temp sensor is also a well know failure point on these TU lumps, a new sensor is under £15 from Peugeot & about 5 minutes to fit.
Lee
July 2007