My 93 SSEI idles rough when it is cold, but only when stopping. On startup it idles fine, but when I start to drive it before it is completely warmed up, the first time I stop, it will idle very rough. Once the car is warm it runs great. I've changed the plugs and fuel filter, but it hasn't helped. Any ideas or what it might be?

Sounds kind of like my problem. Sluggish '95 Bonneville only when cold - http://www.automotiveforums.com/vbulletin/showthread.php?t=609843

My 93 SSEI idles rough when it is cold, but only when stopping. On startup it idles fine, but when I start to drive it before it is completely warmed up, the first time I stop, it will idle very rough. Once the car is warm it runs great. I've changed the plugs and fuel filter, but it hasn't helped. Any ideas or what it might be?

Were there any codes?

If it is only temp related, you might check the coolent temp sensor. If idle related, clean the throttle-body and idle-air passages. You might check the throttle position sensor. I'm not saying replace anything, just check.

Gee .. to me that sounds like the O2 sensor isnt warming up fast enough.
Disconnect it and see if the symptoms change. If its disconnected the PCM will ignore it and try to run but not economically.
Might give that MAF sensor a look too and try the same tricks.

OF course these tricks will throw codes.. you need to clear them later with a reader.

I would think the EGR valve would throw codes.

Good luck