" Then I got another CEL a few weeks later for the Idle Speed Control. I wasn't having any idle problems, so I had Autozone clear the CEL. Every once in a while the idle will dip to 500 rpm and then back up, but it's rare and I haven't been concerned. Then this morning I had another CEL so I took it to Autozone again. This time it was a different idle issue"
Post these exact codes. I have a hunch that it could be a vacuum leak.
"and the infamous catalyst code (0420 I think)"
This is a $30 fix with mileliminators (and gutting the precats if you chose to).
www.mileliminators.com"My question is, do I need to worry about these things? We don't have emissions tests here, and I'm getting fine gas mileage and other than the above mentioned idle issue running fine."
The vacuum leak (if it turns out to be) could just be as simple as tightening a few hose clamps screws or tightening some bolts at the IAC valve. So get the exact codes and post them.