Car Chugs when air or heat is blowing?

My car seems to be chugging lately when my air or heat is on. It does it mostly when I am at a stop (not when in park) It never stopped running just feels like it might. Also when I go to accelerate it dosent want to go at times and if I let up on the accelerator and re accelerate it is fine. Any ideas? I just had my air filter changed recently, and the check engine light does not come on. I have been using a cheap gas lately (food 4 less) can this be the problem ?