All three are good possibilties. I would check the archives on all three( try- Hard to start, fuel lines, return fuel valve, fuel pump or lift pump). All three would have similar hard to start symptoms.
I would take close look at fuel lines(rubber first as these are the cheapest fix. The archives will tell you which is the most frequent problem.
By cold I take it the engine is cold and you have the most trouble starting it the first time.
I would also check pre-filter some times it will plug up with white stuff(wax) especially in cold country and your fuel heater isn't working up to par.
At 108,000 my fuel(lift) pump is still doing good. My fuel supply line has been changed out and may be the return line also during a long stay at Dodge for warranty work. Some of the lines have screw clamps but one line still has factory clamp on it.
When it does start is there any smoke from tail pipe? What color is it? Is the engine hard to start when cold outside(under 50)?
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Missouri Mule 96 White 4X4 ST club cab,(grey int. ),5 spd, 3. 54 reg dif, 8 ft bed, 1 ft high cheater boards, front and side of bed,Pofile V bug shield,
99 Freight liner FL60 blue Cummins 24v 215 hp, 520 torgue,6 spd 3. 59 no spin rear, 16 ft dry box (white) 19. 5 low profile tires,Weight 11,000, gvw 23000, 11 to 12 mpg
Bill Thomas (Wild Bill)