You are on the right track with replacing coils and plugs, but it also could be a spark plug wire or fuel related. Go to Autozone and they will read your diagnostic trouble codes for free. The DTC will tell you if the problem is a random misfire or a misfire on a specific cylinder. Considering you already changed the coils and plugs a misfire on a specific cylinder is probably a bad plug wire. A random misfire could be a weak fuel pump, and can be further diagnosed with a fuel pressure test. Post the DTC and we can help further.
Just for *&G'*, pull the vacuum hose off the fuel pressure regulator and smell for gasoline in the hose. If you smell gas in the vac hose the diaphram in the FPR has failed, and the FPR needs to be replaced.
The SES flashes when the misfire is actually happening, and stays lit to indicate a DTC has been stored. If it flashes back right off the gas. If it flashes for more than a moment don't drive the car (while it is flashing). You are dumping raw fuel into the exhaust and the result could be quite nasty.
2001 Bonneville SSEi (retired at 365,000 Kms.)
2014 Jeep Grand Cherokee Overland (yes, I know its not a GM)