In my experience, the O2 sensor can be failing a long time before it drops a CEL code. Normally when the front O2 sensor (Air/Fuel sensor) is starting to fail, it causes a overly rich condition. Do you have a CEL, if so, what's the code?
As to burning oil when started (first 15 min) being normal. Not normal on my '03 or '07. They tend to run a bit rich when they're first started. :smile:
Bobby...