ICV would also be my guess. There is a DIY on this site on how to R&R.
However Dan is correct that there could be a dozen or more causes. I would check the DME temp sensor first. It's super easy to get to (blue connector front and center) and inexpensive if it's the culprit.
Next after the DME temp sensor I would suggest checking fuel pressure at the rail. It's hard to get the right fitting but for a quick check you can use a cheapo FP or oil pressure gauge and use a hose clamp (super tight!!) on the threaded port and it will work fine. Also pull the vacuum lines off the FP regulator to make sure you don't have a leak - any fuel coming out of the vacuum lines is evidence the diaphragm is shot. You could have a problem anywhere along the line impacting fuel delivery cold. Fuel pump, check valve, fuel filter, injectors, regulator - any of them could be faulty. The car needs less enrichment warm so that idle drop would get better.
Do you know when plugs/wires/rotor/cap were last replaced? If you don't know - like the O2 sensor - it's probably time.
(As an aside - while I doubt it is the O2 sensor - the newer Bosch universal replacement MUST be installed with the included posilock connectors. It cannot be soldered or crimped with regular connectors. Believe it or not, the sensor gets reference oxygen through the wire strands. It doesn't make a lot of sense to me either but the info is straight from Bosch. I originally soldered my O2 sensor and saw significant improvement in the O2 sensor response time on the Durametric when I switched it to the posilock kit.)
Did you get the belts done? Sounds like they are whining to me - might just be the recording - but that's the sign that the belts are too tight. Might - maybe - be putting extra load on the engine cold....
Finally - easy fix - you can pull the door chime relay if it gets annoying. It's right above the hatch release switch. It's the relay with a perforated circle for the speaker.