1998 Chevy Cavalier - Getting a code! Can't Fix!

My check engine light keeps coming on.
It says:
Catalyst Efficiency below threshold Bank 1

I had a mechanic tell me it was either my O2 sensor or my catalytic converter.
So, This is what I did.
I have replaced both O2 sensors, 1 and 2/upstream-downstream. I had the Catalytic Converter checked, it was fine and fully functional. Although, in the past year I've had the catalytic converter replaced with a universal. I heard that if the O2 sensor wasn't within a quarter inch of the original setup it would cause a code.

I have replaced Map sensor, Idle control valve sensor, Coolant Temp Sensor, and other parts due to a previous problem.

Other thoughts:
The car seems to be running fine.
However, I have noticed a clicking noise when I start it up occausionally. I've also noticed a rough idle when I give it gas up to 5 RPM and let it off it will act like its getting ready to quit/choking then it will stabilize to a normal 1 RPM idle rate.

-The only other thing I can think of that might be wrong with the car is I'm losing antifreeze somewhere. I have to fill it at least every oil change, sometimes in a week if I take long trips. I have changed the cap because it was leaking from there last summer and it had temporarily stopped the problem.

Basically I just need to figure out what is causing this code!

Thanks for your time!