A miss when under load could be anywhere in the ignition system. Start with new plugs and wires (as these are cheap, and you may be able to change them yourself), and if this does not resolve the issue, move on to the coil packs or distributor and coil (depending on how your car is equipped).
Coil packs are expensive, so there is a way to isolate a specific coil pack if you can hear the miss at idle. Simply pull one plug wire at a time and run the engine. The engine will run rough, but if the miss is still present, you know that the cylinder for which you pulled the coil pack is not faulty. When you pull a plug wire and the miss is gone (the engine does not run much worse), then you have found the faulty coil pack.
Clarity If you can hear the miss at idle, it's missing with all plug wires connected. Pulling a good plug wire should cause a 2nd miss (and rougher running). Pulling the bad wire should cause no change (still missing just like with 1 wire connected). The miss will certainly not "go away" with a spark plug wire disconnected.