2001 Ford Escort zx2 Rough idle, check engine light, does not die?

I have a 2001 Ford Escort zx2 and it idles rouch, like just below 1000 rpms. If you turn on the air conditioner it drops to around 600-700rpms. I can't make it die and when I take off it powers away very nicely. Runs smooth at speed, just idles rough.

I don't have a lot of money so I don't want to be replacing every freak'n part. Is it the pcv value or hose, or the idle control or the crankshaft sensor, or something else?

The check engine light does come on as soon as started and even at highway speeds stay on. Any ideas? Would diagnostics device help me any?

Added (1). Edit: If I do nothing will it damage anything? Like wait a few months to get it looked at?

Have you checked your sparks lately, sometimes they are the cause of a rough idle. Also, when you change the spark plugs do all of them, and change all of the wires. I hope it's a simple problem like that, because that other stuff can get really expensive. Please take a look at my question.