That last sentence is by far the best advice anyone could give.

Once comment, though Roger. Since his tranny isn't down shifting, I'd doubt it's temperature related. Usually the tranny doesn't upshift if the engine is too cold - in an attempt to warm the engine up faster with higher revs.

Did you put a new O2 sensor in when you built the engine? IF so, is it an aftermarket? I've found that many aftermarket sensors are not "long" enough to get into the exhaust streem in a header. The factory Toyota O2 sensor was over 1/2" longer than the aftermarket one I ran for a while - I had a similar mileage problem as you.

Did you have the head shaved or the block decked? If so, your cam timing may be off - this too will affect power and mileage.

Lastly, I'd throw a borrowed non-molested AFM at it for a couple of days and see if that makes a difference.