I have an '99 GTP that has about 209,000 miles on it.

Lately, as far as about late June to early July, it had a rough idle when I started it one day. Under acceleration, the "roughness" would get worse at about 2500 rpms. So far, it'* just getting slowly worse and I can feel vibrations in the gas pedal and steering wheel when accelerating, and the car vibrates when stopped and in gear.

I replaced all of the plugs and wires and that seemed to work for a bit, but then the vibrations come back.

I've read that the metal heat shields that go over the rubber on the plug end of the wire can cause a short and the plug won't spark properly sometimes. I haven't tried that, yet and won't unless some say it'* a good idea.

Is the CEL on and/or flashing? Pull the vacuum hose of the fuel pressure regulator and see if you smell gas in the vac line.

Check engine light is not on. Had it come on earlier this month due to a O2 sensor going out. Replaced it and cleared the codes. I will check the regulator tomorrow. If it is faulty or whatnot, should I replace it?

If you smell fuel in the vacuum line that feeds the FPR, the diaphragm in the FPR has failed, and the FPR needs to be replaced.

Once you check the FPR, do a thorough check on all vacuum lines.

Gotcha, so just follow these steps and I should be (mostly) good to go?
https://www.gmforum.com/mechanical-1...cement-284772/

You only need to replace it if you smell gas in the vacuum line that feeds the FPR. If you do have to replace it, the link you provided shows the correct procedure.