This video describes my diagnosis of a stalling bmw E36. Typically if the car turns over and idles rough or wont hold an idle it has either an air or fuel delivery issue. The first thing to examine is any check engine lights, afterwards check if the car will hold an idle with the foot on the throttle.
Many of these issues can be contributed to cracked air hoses or a bad ICV, MAF, or Throttle Control Sensor. 
Bad sensors and valves don't always come up as a check engine light, which makes it a little more difficult to diagnose.