Start by checking your PCV hoses. I don't know your exact engine, but I had the same problem. I changed just about everything from EGR valve to throttle position sensor, and nothing worked.
The problem was a boot-shaped PCV hose that is not visible until you remove the upper plenum. It had a large hole in it. I replaced it for $15, and it has been running like new.
Next, since it's not a cold-start problem, look at anything fuel related or EGR related, since EGR doesn't kick in for the first several minutes, and fuel reacts differently at different temperatures.
You will also need to check any temperature sensors, since they are also obviously affected by temperature.
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Friday, September 28th, 2007 AT 8:00 PM