I would start by trying to trade Konerko, Thome, Rolen, or Ensberg. Having those 4 players at 2 positions means you have to bench one of them. I'd probably see if you could trade Thome for a good closer and an upgrade at SP in a 2-for-2 kind of trade. He's probably a decent sell high candidate. Remember, of course, that when looking to sell high you have to make sure you don't get ripped off by being in a hurry and taking less than what he's worth.
Make sure you don't offer too many trades too early, though. Sometimes in the public leagues (and even to an extent in private leagues with guys you know) if you offer a guy something he considers a horrible trade early, he'll remember you as the guy trying to take advantage of people and dismiss every trade you make to him for the rest of the season, even if it's fair.
Make sure to watch your innings limit (if there is one). You don't want to use too many innings with questionable pitchers early (when they may be more prone to mistakes) and lose out on innings by your studs later on.
Also, pick up Shelton if he's a FA, search for a better SS and keep watching the waiver wire all year. Guys will make some boneheaded moves in May especially. Last year I waivered Jason Bay in May after the guy (normally a very good manager) had drafted him in round 10.