Why does my car not run rite when first goes into closed loop

I have a 2001 cavalier Z24 with the 2.4l DOHC motor.  It's been acting up a bit. When I first start it it runs fine for a little the starts to surge, sometimes to the point of stalling then runs fine.  When I drive it it takes less time to start surging and will flat out die on you, even wit the accelerator to the floor but then picks up and runs like a champ.  I've tried everything, vacuum leak, fuel system, new oxygen sensor, high test fuel plus all sorts of cleaners and still nothing.  It does have a code usually random miss-fire but some times it will read cylinder #3 miss-fire and slow response oxygen sensor.    any ideas on what could be causing this... oh and forgot to mention, it does not do it if I unplug the oxygen sensor........