I'd check the distributor cap and rotor, I've had problems with mind. Though I just cleaned the contacts, replacing would be better.
It could be a problem with the coil though, but check the distributor first.
The thing with the CA20E is that the exhaust side plugs are only used when the engine is cold and running below 4000RPM, so something you also might want to check is the coolant temp sensor (located on the back of the thermostat housing, has a green connector). And as dumb as it sounds, check and make sure the firing order of your plugs is right. I had that as a problem on my wagon, some idiot had cylinders 3 and 4 mixed up (wasn't me, I sware!

).
Also check your ECU for any codes, that might give you an ignition code or something. Might be useful.
Good luck! I can try to help some more once you get it narrowed down some more, I'm practically an expert on these cars.
Edit:
BTW, that thing a manual or auto? I LOOOOVE my 5-speed wagon, such fun to drive.
EDIT again:
It's a yellow connector, not green
