Yes, if you changed your fuel pump, you SHOULD change the fuel filter. As far as your cap,rotor, and wires go. Take off the cap, look into the cap at the contacts. Is there alot of carbon build-up on the contacts, is the rotor pitted were it contacts the cap contacts. If this is true, replace your cap and rotor, fairly inexpensive. Would recommend going with the brass contacts versus the aluminum. Your wires(spark-plug), are they hard, brittle? If so replace with a set of Bosch wires and put in a set of bosch platnuim plugs, these plugs are pre-gapped, just open the box and install. This should get you running down the road much better than late. Believe it or not, you are at the point, milage, that it would be time to replace the cap,rotor, wires, and plugs. Good luck.
By the way, are you getting any "service engine soon" light?