What could cause the car to shake when it's cold?

It was, but the codes (I can't recall what they were) did not pertain to this problem. The codes were for the replacement of the oxygen sensor (98 C280, with 143K miles). I had them replaced and the check engine light went away, but the car still shook when cold. I had the spark plugs replaced 6 months ago, and had the spark plug wires replaced 2 weeks ago. Despite that, it still shakes. If the vacuum leaks, I will have it repaired. Thanks for the tip.

You should check the MAF. The oxygen sensors tell the computer how much fuel to give the engine and when the MAF (air meter after the air filter) is not correctly reading the amount of air that passes by will cause poor idle and mileage...Good Luck.