Cav-0-rx8

I have a 2004 rx8 6speed manual. I took my car to the local mazda dealership because my 8 seems to have some issues when accelerating. Don't really know how to explain it but its as if the car jolts or jerks or something while accelerating. Runs fine except for a minor rough start issue, but it always starts up. Mazda told me they're getting misfire readings from my car and also the CEL light is on (not blinking, just constantly stays on.) The reason being from what one mechanic explained was that basically my car has no o2 sensors after my aftermarket exhaust was installed. So I took it to Mazda who told me that my car does have o2 sensors but until I switch everything back to factory (that includes my k&n typhoon intake) they can't determine the problem. They did say that they believe because of the new exhaust and whatever is causing my o2 sensors to not work right my car's computer can't register the correct air/fuel ratio so my car is running "lean" which could be the problem i'm experiencing. I know I'm probably confusing everybody, but can someone please help me understand whats going on? And maybe, point me in the right direction.

ShinkaEvo

iTrader: (3)

Since there is solid, it masked the blinking light. (duh)
I wouldn't drive with CEL on, at least not without knowing what the code is before I put my car on the road again. Cuz' you'll probably cause more damage...
Put every back to stock as the stealer mentioned would probably be the best to rule things out, cuz' we don't know how you mod ur car. Most important, ur maintenance? Need more info from you.