95 VW Golf GL Engine Light?

I have a 1995 Volkswagen Golf GL (2.0 L4) (5 Speed) and the engine light has been on since I've got it. I bought it about a month ago and now I starting to have a problem. When I try to give it some gas it starts sputtering out and misfiring. I have put a new exhaust on it from the cat back, new plugs, and new wires since I've gotten it. When I start the car up after letting it sit over night it will run just fine for about a minute then it goes right back to the bad sputtering and misfiring. I've noticed it gets increasingly worse the longer I drive it. I've been to every parts store in town trying to find the OBD1 and no one has it. I've done some research online but haven't really found an answer. I was starting to assume that it might be a bad injector but I don't know for sure. I also have a new WIX fuel filter and NGK G-Power spark plugs to put on yet. I'm afraid to put the NGKs in because one of my old plugs had a yellow glaze on it (*High Speed Glazing) and I'm not sure what the cause of that is and I don't want to ruin my new ones. Right now I'm using Autolites as replacements till I can figure out this problem. I'm new to Volkswagens so I don't know a whole lot about them. I was hoping that someone might read this that knows what the problem might be or at least be able to give me some tips or advice. I figured I'd try this out before I have to end up taking it to a shop.