I changed my AFE stage 2 intake to OEM intake and the P0031 code has been going off since. The OBD scanner says it has something to do with the O2 sensors.

How do I fix this problem? Replace the O2 sensors?

 

P0031
Heated Oxygen
Sensor Heater
Control Circuit Low
Bank 1 Sensor 1

 

It is probably a coincidence that you got that code after swapping the OEM intake back in. The code has nothing to do with the Intake part. I would recommend checking the connection of the O2 sensors first then you might have to replace it. How many miles on the car? Any other mods?

 

I'm pretty sure I had that code go off before. I unplugged the battery and plugged it back in and it went away. This time I did that 10x and it never helped. I thought it was the MAF sensor problem until I got the code pulled today.

I have nvidia midpipe and F-sport exhaust. It's a 08, 80k miles. Local shop says it will cost $500. $250/sensor.

 

Sounded like your O2 sensor is on its way out. I dont know why they want to replace 2 sensors? Typically you only need to replace the one that fail. Anyhow, the part is probably $100-$150 and could be done without too much problems. Of course, you could just pay the shop if you have no time to do it.
Here is couple diagrams of the sensor in question

 

Thanks Phoenix. How much do they typically cost for the OEM one? Did you ever change yours?

 

Probably $150 @ the most. I haven't done one on my IS350 yet but they aren't too hard to do. You might need an Oxygen sensor socket to get it out easier but some people just use an open end wrench to take them out.

 

Local mechanic quoted me $300 with labor to change out the sensor.

 

That seems reasonable as they are probably charging 1-1.5 hours of work. From looking at the diagrams, i think it is somewhat simple job of removing the battery and a few other things to get to it from the top.