what does your thermostat look like when you've been driving on the highway for say 5~ miles? if its anything lower then 1 click to the elft of straight up, your thermostat is going bad and will not let the motor heat up properly.

Interesting, I am definitely not running straight up. I think with MAF connected, I am one or 2 clicks left of straight up and with it disconnected, I am slightly above the quarter mark from the left. Perhaps I should look into this.. Thanks for the insight.

Thoughts:
Basic mpg no modifications based on in town 10 mile runs from cold start max speed 45mph average more like 20mph the mpg should be on the order of 19mpg. Hwy running 62 mph w/without AC windows up, 1800rpm in full lockup (if F-37 this means run upto 63-64 until full lockup and drop back to 62mph/1800rpm) the mpg should be 28-29mpg. Post GDE EcoTune same driving the figures are more like 22/32mpg.
Issues to consider: 1) my bet on your rattle is a failed engine mount but that should not impact mpg; 2) you changed tires-even if you stayed with the same nominal tire size the actual tire size can be significantly different which will impact apparent mpg which leads to #3; 3) have you calculated mpg based on GPS miles traveled or are you relying on the notoriously inaccurate EVIC; 4) are you filling the tank to the same level (ideal way to get accurate check is to carefully fill until you see fuel in the filler neck; drive; refill to same level and calculate); 5) is the fuel filter new or old and clogged; 6) have you checked for a dragging brake (easy way, drive 10 miles and see if 1 or more wheel(s) are blazing hot); 6) check for all around proper tire pressure; 7) are you buying fuel from a name brand dispenser that sells lots or at the cheapest place you can find; are your injectors clean (run a can of diesel injector cleaner - that alone can add 2+mpg)
Others may have more thoughts to add.

So is it possible to loose as much as 4MPG's just for running the engine cold?

I've been getting about 22 MPG's average, I don't see a lot of improvement when I do mostly Hwy opposed to sometimes being stocked in traffic, and noticed that since I bought the car about 2 month ago the thermostat stays (for the most part) just one tick over the quarter mark, and sometimes, very rarely I see it on the top (almost straight up) and not for long.

My MPG's have been from 19 MPG's on one tank to a best of 24,5 MPG's on a recent tank averaging 22. Always fill up at the same brand station, due to work I cannot use the same location, and use the second click on the thing... I hand calculate all my readings.

I've been putting off the inline thermostat due to work, but if I'm loosing so much money I'll make it a priority, I drive sometimes over 300 miles per day, those savings will add up quickly.

Thanks !!!