1996 Ford Explorer turns over but won't start

So I went to start my 96 Explorer yesterday and it doesn't start. It turns over fine. The battery is only about a year old. When you turn the key one click, the engine makes a clicking sounds, but not that "electrical/mechanical" sound in normally makes before turning it all the way to start it. My husband is thinking fuel pump or maybe even fuel relay switch (or is it fuse? I forget). Any suggestions on how to check these things first before spending insane amounts of money changing things that don't need to be changed.
BTW, not sure if it matters much, but it has 257,000+ miles on it now. 2WD, 6 cylinder.
Thanks!!

**We just tried starter fluid. It starts with that, but dies as soon as we stop putting in the fluid. SO, where do we go from here? How do we check all of the other things now assuming it isn't getting fuel?

When you turn the key on, but do not crank it, you should hear a click and buzzing sound coming from the fuel tank area. That is your fuel pump. If you don't hear it then your fuel pump could be faulty or your fuel relay located in the fuse box in the engine compartment could be faulty. If fuel pump works, check fuel pressure with a fuel gauge. If fuel pressure is low, change fuel filter, it could be clogged. Recheck fuel pressure. There is also an inertia switch located under the dash on passenger side. This needs to be checked also, but is unlikely if you have been running before. My best guess is fuel relay or clogged fuel filter based on information provided.

If it just started doing this suddenly, I would say an electrical problem rather than the fuel filter.

There are some excellent sources on the Internet that might help. Try this link http://troubleshootmyvehicle.com/. It will take you thru step by step on how to find a problem with a no start condition. It sounds to me like the problem is with the fuel system. The suggestions above could take care of the problem.

Sounds like the fuel pump. Do a pressure test at the rail.