Only faulty sensors set off a check engine light, not a faulty electric component. Also, you could have a code in your system, and the light may not be alerting you to the fact. You can always try to read codes to see if your car is hiding something from you. I too would lean toward the problem being a relay...only there are two of them I would look at after I looked for corrosion at the battery terminal where absolutely everything seems to get some power from.

The fuel pump relay, under your fuses, and the main relay, under the front cowl directly behind your radiator. It's a grey relay with a brass connector up top that secures it into the "tray". The blasted thing always comes off, rests on the fan housing and bounces about with the car. Sometimes it bounces just right (or wrong)...and well...you stall.