Originally Posted by Justin e36
most likely ignition coils, or spark plugs. but sounds more like ignition coils... just not providing the spark when needed quickly/repetatively (i.e. under high RPM's)
fuel pump may be dying, if it can't provide fuel quick enough this can happen... but it doesn't make sense for this problem to stop when the engine has warmed up.
o2 sensor can cause similar symptoms, though you'd notice high idiling, same with intake problems (i.e. clogged air filter.)
I agree with Justin. It sounds a lot like coils or plugs.
If you've been experiencing the problem for some time now, pull the plugs and have a look at them. If you've got a problem with one or more coils/plugs misfiring when cold, you should see a fair amount of black sooty residue on the plug(s) from the cylinder(s) affected.
If your problem is fuel delivery related, you won't see this - the plugs'll all still be pretty clean.
First things first though, replace your fuel filter if it hasn't been done in a shile, like T.Dot_E30 is recommending. If that doesn't clear things up, start investigating further.