I had to pump multiple times to get mine started as well and it turned out the accel pump rod and clip had come loose from the throttle linkage and was not moving the full distance.
As far as start-up, here's my procedure.
1. fully depress accel pedal and release.
2. turn key untill started. Mine usually takes 2-3 seconds to catch, maybe 5
3. let run for 10 seconds and kick-down to low idle.
4. put trans in neutral and let run for maybe another 10-15 seconds.
5. quickly blip/stomp gas a couple of times to clear the engine. This saves me from the stumbling start when in gear.
6. place in gear and drive away.
My wife actually heard me fire the wag up the other night for the first cold weather start. The next morning she asked,"So, the jeep gave you some trouble huh?" Nope, standard operating procedure.