1999 Jeep Cherokee will crank but won't catch without a lit

If anyone could help me I would so appreciative! I ahve a 99 jeep chk. Sport. I have put some work into over the years and for the most part it runs fine. But when it gets cold out sometimes turning the key won't start the engine. I have to give it some gas and then slowly back off the accelerater until it "catches". Any clue as to what it could be? I started noticing the problem the same time that my front left headlight dimmed to half power as well as my turn fog lights (replaced the bulbs- they were not the issue). Also the passenger side power window goes in and out. I'm sure that the problem is electrical having check most everything else. Any advice would be greatly appreciated! Thanks for your time!