As always, "max" is right on the money. The HO2S2-B1 (Heated Oxygen Sensor 2 - Bank 1) is mounted in front of the Bank 1 Pre-Cat (mounted horizontally just below the engine. Safely jack up the front pax side and you should be able to see this sensor with WHITE harness while the 4-wire connector is mounted close to the radiator. The OEM Bosch is @ $150 plus shipping but the OEM-compatible NGK/NTK 24572 is @ $100. Right now, you can get this sensor from Amazon for @ $78, with free shipping.
http://www.amazon.com/NGK-24572-Oxygen- ... B001PN8VB6
The rough idling after starting is definitely not due to O2 sensor since the ECM is still in open-loop mode. The ECM only uses the O2 sensors (close loop) once the engine has warmed up.
You might as well check the entire air intake - air filter (replace as required, clean the MAF sensor (with zero-residue Contact Cleaner or CRC MAF Sensor Cleaner) and clean Throttle Body (never spray directly, use rag). Also clean the IACV. There are numerous threads on how to do the tasks above, including those in the forum 'sticky.'