Xmission is Wonky

[Nofuze]

You gotta love Jimmys!

Another problem I'm experiencing is my transmission (nothing potentially inexpensive here).
When the weather is sub-zero (celsius) the transmission shifts fine. As things begin to heat up the xmission has a problem shifting from 1st to 2nd, not slipping but almost like a resistance or tugging at the engine where if I don't let off the accelerator, I feel the truck will die. Once I let off the gas, the truck shifts into the next gear. If I start off fast, this problem occurs, if I start off slowly, the truck shifts o.k. After about a half hour and the truck is runnung hot, the xmission shifts like a prince...I can drop the accelerator to the floor from a stop and it will take off like a young pup. It will then operate perfectly for the rest of the day, no matter how many times I turn off the truck or let it sit between runs. It seems to only act up after sitting over night and on start up in the morning. My electronic 4X4 used to only shift into 4-hi but not 4-lo, now it shifts into 4-lo and not 4-hi. Xmission guy wants to rebuild everything (of course they do-but I don't think so). If xmission works fine most of the time, then I can't see things being stripped inside...it's gotta be a sensor or valve or switch or something.
Any ideas before I shell out big $$$??