EGR the supposed Engine Light cause
 

1994 Honda Accord EX

For the past three years (since I got the car) the Engine light comes on usually at first drive of the day and after it hasn't been driven awhile. If I pull over turn off the car and turn it back on, the light will stay off for the rest of the drive.

Just recently I decided to take the car into the shop so they could find out why the Engine Light comes on. Since I turned off the ignition , the light went away, so they couldn't get a read until Wednesday. Anyways, the code read that it was the EGR valve. They found that the EGR valve was unhooked and there was a plug in it. He wasn't sure why it was that way, but the mechanic hooked it up back. I let the car cool for about 7 hours, then I took it out for a drive to see if the Engine light would come back on. It did not, but at around 40mph the car began to shake/vibrate furiously. So I took the car back into the shop.
The mechanic tested the EGR valve and said it worked fine, it passed whatever test he had done to it. He then proceeded to inspect the wires to make sure that nothing was broken or unhooked. He found nothing wrong there, and then wanted to inspect the computer but didn't have time because I had to have my car back for work. (the car was literally in the shop all week of my vacation). So he unhooked the EGR valve, and the light comes on as usual, but it runs fine. I do get horrible gas mileage, and I guess I can attribute it to this.
In the end, does anyone have any suggestions as to what else could cause the car to shake this way if it wasn't the EGR valve? Is it possible the EGR could pass a 'test' but still be faulty when hooked up to the car?

You can download a 94 shop manual from the links in the Online Manuals thread in the DIY section.

The problem can be caused by plugged EGR ports in the intake manifold. The EGR valve will work properly, but the exhaust gas does not make back into the engine due to the blockage. Its a common problem with accords.

Google T2T013.pdf The last two pages show what to do on the 94-97 accord. Its a pretty simple DIY. Also http://www.dhost.info/accordinfo/ has an EGR writeup. That site also shows how to get engine codes, and I would suggest that you get all of the codes.