Water in the gas (use HEET), oxygen sensor (???) but this should throw a code. Check if Fuse 11 is in and okay. Note that the CEL light will come on for a few seconds at start eventhough Fuse 11 is missing or blown. It just won't have the CEL in memory (and hence keep the CEL light on).
The tranny experts would probably suggest checking that too (and again tranny problems should throw a code too).
