Sounds like bad gas. Your ECU detected knock and retarded the timing, hence the big stuttering. It's still retarding that timing, and you're experiencing dimished performance, and poor gas mileage, which would only make sense. Did you happen to hear pinging, or anything else that sounds out of place?
A standard tuneup was a good idea, btw.
You could also be running rich, explaining why the o2 effected your performance.
What about the MAF? Try cleaning that up.