Yes...check your fan operation. Turn on your AC...fans should kick on. If not, check fan switch, fan motor, fan relay, fuse, wiring/connectors.
Also, did you replace your WP belt? A belt can look OK, but be stretched, or cracked on the underside where it might not be easy to see, causing slippage. Tension OK? Some folks have reported that the belt Autozone sells is too loose - Advance has a high quality Dayco, with cross ribs. Or get a Gates.
Is your heater putting out hot air OK? If not, pump is not circulating coolant, or there could be a blockage somewhere.
Did you check the cone in the WP housing when you replaced the pump? In place OK? This has been a big problem. Go here for a thread covering this:
http://www.contour.org/forums/ultimatebb.php?ubb=get_topic;f=3;t=007614
Yes, this engine has a temp sending unit going to the gauge, & one temp sensor to the computer. It's not that uncommon for them to go out - we sell a lot of them. Check the connectors going to them - tight, no corrosion? Wires OK?
Did you back flush the system? W/O doing this, you don't really get all of the crud out. Have you been flushing regularly (at least every 2 years - yearly better)? (And use the green stuff...the jury is still out on the orange [Extended Life Prestone or DexCool]).
Your cooling system may not have been completely purged of air...this can be tricky...just running the engine & adding fluid may not be enough, & you can have hot spots while waiting for it to take care of itself. The Motorcraft thermostat & some Stants have a hole in them to help with "burping". Back flushing w/a Flush & Fill Kit at the heater hose & then filling until coolant runs out of the kit tee in the heater hose is a good way of getting most of the air out.
And there is always the unlikely possibility of the new pump or thermostat being defective - I would go with a Motorcraft, or a heavy duty Stant thermostat (not the standard cheaper Stant). If you are getting hot air out of your heater, your pump is probably OK. Crud in the system can clog even a new thermostat.