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I had this same problem on my 94 Sport. I was swapping relays around and that would fix it temporarily. I went to Ford to buy a new relay and they wanted to know which one. I'm like: aren't they the same, same markings and schematics and all? He said NO. The current rating for each is different. It's like OpraHouse says, certain components draw different currents so you have to make sure you get the right relay. Autozone has them for about 11 bucks. I haven't had any probs since putting the "right" relay in.
Oh, on 94's, the fuel filter is on the driver's side mounted on the inside of the frame. It's about 3 1/2 inches around and 4 inches long. You have those crazy Ford hates us spring clip removal tools, right? Wal*Mart has them for 12.50.
It's small world...but I wouldn't want to paint it!