Your fuel pump may be working to build up pressure but the check valve may be allowing the pressure to bleed off when you shut the engine off. This will make starting difficult.
An easy check for this is what rangererv said. Turn the ignition on without engaging the starter. Leave it on for a few seconds then turn it off. Cycle it a couple times like that, then try to start it. If it fires right up, it is most likely the check valve in the fuel pump is not working properly. The only repair for that is replace the fuel pump.
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