Check engine light

I have a '93 Rodeo LS. Most of the times in the morning when it's cold it will start fine. After I go somewhere and get back in to start it up it takes a while to start back up. The engine cranks just fine it just takes a while before it finally starts. Also after taking off there is a lack of power until it warms up. My check engine light comes on every now and then but goes out when I slow down or come to a stop! I have replaced the O2 sensor but that didn't seem to improve anything. Would the EGR have anything to do with this? Any ideas would be helpful!