Heat sensor or not?

I posted this in tech Q&A but i wanted more than one reply..

I just got a SVX about 3 or 4 weeks ago and i will be putting registration on it next weekend, then take it to get it running better. My plans so far are to change the oil, oil filter, belts, plugs, ATF, power steering fluid, diff lube front and rear. I have already changed the fuel and air filter.
-But i have one question, since the weather has cooled up my car hates starts, from reading other postes i believe that the heat sensor is fried. When i start up the fans run at full and the engine just doesnt want to idle, it will stall if you give it any gas and runs well once the engine is warm.
Would the problem most likely be the heat sensor? cost?
Should i change the O2 sensor also? cost?