I have a 99 4L 4x4. Lately, when I start it up, the idle is off. It gets low to the point where it sounds like it's going to die, like it's running out of gas, then will surge up and return to normal. It sometimes idles rough and feels shaky.
a few times, as I first start to drive, the engine will just cut off. I have to put it o. N or park and restart it.
any advice on where to look first? Has anyone has this issue before?

 

Put some Seafoam or similar injector cleaner in the gas tank, I do this once a year for better idle on all my fuel injected engines
Injector tips get dirty and DRIP fuel instead of spraying it, this causes a weak mix at lower RPMs.

Clean IAC(idle air control) Valve, read here: How to: - IAC valve cleaning thread (w/pics) | Ford Explorer and Ford Ranger Forums - Serious Explorations

Clean MAF(mass air flow) sensor, this should be done every few years depending on driving conditions
You need to use a non-residue electronics cleaner, which can be purchased at electronics stores or for slightly more at auto parts stores(sold as MAF Cleaner, lol)