I have a continued

I have a continued "check engine" light on. At certain times my 2002 F150 supercrew 4x4 will shake and then it would run fine. We had a tune-up, fuel filter replaced, oil changes, etc. The problem seems very minimal now, but the check engine light continues to stay on and at times it does shake. also, i noticed the heater or air conditioner doesn't work to well these days. I did have my coolant cleaned out but it does not help. The air conditioner does not get cool. Can you help me find a solution?