Starts then Stops

My Protege quit all of a sudden. Tapped on the fuel filter and finally got it running. Got it home and went out the next day and it would start, run a few seconds, then quit. Changed the coil wire and it started and ran fine. Drove it to work and home (60 miles round trip) and when I stopped at the store near home it wouldn't start again. Got a ride home and came back with another vehicle to tow it home and it started. Took it to the garage and had them replace the fuel filter. They had the same problem, one time it'd run fine then wouldn't start again. They checked fuel pump pressure and said it was low and it was replaced - still didn't help. In checking the fuel pump relay they discovered if they held the contacts on the relay together it would run. Picked up a new relay but it wouldn't start with it in. Don't want to put any more money into but it has been a very faithful car and hate to lose it. Any suggestions?