A couple other thoughts... do you have O2 Extenders or were they spliced and extended for the headers.... Sometimes they need to be mounted away from the headers as they can melt and then have a bare wire or the wire touched the header .... Is the car surging? this will be more of a vacuum line issue if so.... Does the car have cams or just full bolt ons?
During start up the car will idle 400-500 rpm higher at idle until its starts to receive signal from the thermostat.... then as the tables rises in signal it will adjust the 02s and other idle sensor calibrations and lower the idle....
I can't remember is you noted the EGR tube was hooked up or not.... if that is case then if the EGR Tube is blocked then it should be turned off inside the tune/computer ... or you could have signal feedback issues...
Also, try replacing the thermostat or thermostat sensor... sometimes those just go out and send a bad signal..