I have a 2000 Megane, and would have had similar starting problems, and then it would drive great for the rest of the day. I think the problem is with the electronic coils in the engine, which seem to fail quite easily. I had to have four replaced after 18 months of driving. Unfortunately they cost £50 each, and there are four in your engine.
The other problem I have with my Megane seems to come from the way I park it. If the car is parked with its nose close to the garage door or a wall, then she almost certainly won't start in the morning. If, however, I park it with plenty of room around the bonnet, then there's no problem.
Don't know if this answer makes sense, but it might give you something to go on!
Nachos Grande
January 2005