2.0L Golf bogging and sluggish.. info??

[import600]

Background: 95 2.0 Golf w/OBDI

Ok, so I've got the usual symptoms of engine bogging and sluggish response, but this is all at random times. I'll get the car into 3rd or 4th gear and as it's going up through the gear it bogs a bit then stops and then it bogs some more and stops bogging. CEL comes on and stays on for a while. Only once I've driven the car for sometime in only 1st or second (stop and go traffic) does it turn off. (I drove from Chicago to Detroit with it on, sluggish and bogging w/ a CEL. Once I got to Detroit it shut off for a bit at a light.)
Now I've replaced the spark plugs, wires, cap, rotor, and PVC valve. I cleaned the MAF, and TB, and the ISV. All of that helped. The CEL comes on less frequesntly and is a bit more predicable. It's never stayed on long enough to get a code pulled and when I try to blink the codes, I don't get any. I thought the car keeps the codes until they are cleared. IDK why mine isn't keeping them.
I have an O2 sensor waiting to be replaced and installed. The exhaust is a homemade system.
Now I've also noticed a noise, coming from the passenger side front wheel it follows the speed of the wheel. Kind of a knock but softer it's only there when the engine light is on. Also the bogging seems to come from the drive train. The engine does not bog if I put it in neutral (or put down the clutch) and rev, only when I've got it in gear. Finally the engine when I'm taking through the gears has trouble revving over 3k (only when in gear). So I can't take any gear over 3k without waiting a long time for it to maybe touch 4k. In 5th gear I hit 90mph and it takes about 10-15 second to get to 95mph.

Also I don't really know what a misfire sounds or feels like, but I've always assumed it's like the engine shudders, and runs really rough. I don't have that here. Also I'm quite sure it's not the coils becasue of the fact it is only periodical.

I'm hoping some of this info can help someone point me into the right direction here. Like I said I've got no codes to go from, so I'm kinda at a loss. So any suggestions on what to check here?
TIA.