Check Engine light comes on but no OBDII code is set on 2006 GMC Canyon

I have used an OBDII code reader when the Check Engine light illuminates, but the reader shows no codes. I reset the light, but it comes back within a minute of re-starting the engine. When engine is cold, it "bogs down" upon acceleration, then picks up and operates fine. No noticeable change in gas mileage. This has happened several time in the past month.

2 answers
have a scanner that can read 'live' data hooked up and check sensor values before and after start-up. make sure voltage level is correct. Many vehicles computers will set 'false codes' if there is a voltage error.
you may need to find a mech with a better scanner to read then post