For a while now I've been living with a stumbling problem when my XJ is cold. It ran okay once it is up to temperature but bogs and sometimes would not take the gas when warming up. It would do this even when it had sat for only a few minutes. Then you had to go to wide open throttle.
No trouble light, so no error code. I took it to the shop and they told me it was the crank position sensor. $350 later and no change. I swapped out the throttle position sensor, no change. Browsing the internet suggested the idle air control valve and I was about to buy one. I was praying it wasn't a catalytic converter shedding the bedding and plugging up the exhaust when my Jeep finally threw a trouble code.
Replacing the #1 O2 sensor solved the problem.
Warning lights and trouble codes are great troubleshooting aids, when they work as designed. $60 and 20 minutes solved the problem. Would have taken 10 minutes but I have big hands.
So, boys and girls, if your 4.0 is stumbling when cold and you don't have a trouble light, check the oxygen sensor. DC suggests changing these out every 60,000 miles.