A lot of people overlook thier air filter. If your's is dirty, replace it. If it's a k&n type, clean it.
(Not trying to be a smart-ass, but the basics need to be addressed first.)
Also, what engine is in your rig? If it's still the 22re, you might want to try Afm trick like abeer suggested. You might also want to see if any of your injectors are leaking. Keep in mind, it will run rich on startup until the engine is warm. The ecu does this to get it into closed loop faster for emissions reasons.