Mileage has tanked - Oxygen Sensor ?

I have a 1998 Pontiac Transport with 207,000 km on it and my mileage just recently went south and not sure why. The mileage does come back up on highway when van warmed up but it gets really bad when just starting up and very cold. It is way below normal. It required new head gasket (including spark plugs) in Summer 2004 after which it ran fine. It ran fine into the fall and early winter 2004 but after changing tires in December the mileage went south. I think it is the Oxygen Sensor at the Intake, not not the one after the catalytic. There is no Service Engine light and the engine appears to run well leading me to believe it is not the spark plugs. Can anyone offer their experience or advice?

THere is an air temperature sensor on the intake, in addition to MAF or MAP depending on engine type, but no O2 sensor there.
IF gas mileage when warm is OK then the exhaust O2 sensor is OK because it kicks in only when engine is warm. Before the engine is warm, the computer works on "open loop" predictive values based on air temperature, mass air flow, throttle opening , and the operand values are "conservative", meaning, making sure the engine works, even if it means high fuel expense, because they consider "this should not last for long".....SO if the conditions that tell the computer to shift to "closed loop" (using O2 sensor) are long to come, it will stay in "open loop" mode and empty the fuel tank, specially at low tempeatures. (with the OBD1 it was possible to enter a mode that made the "service engine light" indicate if the computer was in closed or open loop. I do not know for OBD2 with the 3.4)
This being said, my first suspicion is the coolant temperature sensor. FIrst make sure it is properly connected, second, you could measure its resistance value with a digital multimeter. THE table value is here:
www.avigex.ca/xport/thermistor.jpg

CLosed loop occurs when engine coolant temperature gets over 120°F, thus a thermistor reading below 900 ohms, and at normal temperature of 190°F, below 300 ohms.

I do not have exact location of coolant temperature sensorS, but instrument temperature indicator and computer havce separate sensors: normally the one for the computer has 2 separate leads (usually near the thermostat housing) while the one for the indicator has only one wire connected.

Second, make sure your thermostat is not failed blocked open, cause it would prevent temperature to rise rapidly thus keeping the open loop active.

Finally, on mine I have installed a switchable resistor to fool the computer and force it to "think" the engine is warmer thus lowering the "calculation" values in open loop and it resulted in TREMENDOOUS fuel savings in city/short distance winter driving.

ALso, at extremely high ambient air temperature, the system ADDS FUEL to cool the catalytic converter....but in Canadian winter, I do not think this is a problem....