By your discription of a rattle, i found myself with a simular rattle at certain cold starts. Since the engines cold it takes more effort to get warmed up, withe the idle higer, it vibrates. I traced the sound, but it wasnt from loose the cats heat shield. It was a metal clip,handle, found in the area need engine oil pan closely to the exhaust. I found that there was no bolt which was wierd cause it looked like its purpose was to secure two parts together . I found a bolt and nut and just secure the two loose surface which was making that noise. i apoligize if im not being descripitive enough, but it might be one of the solutions to the rattle. This image might help, i marked the places where i found my rattle. My bolts were missing or loose, maybe the previous did something or forgot to place the bolt back. This might prove useful for others who experience such rattles. You might wanna check that whole area in the pic. My car is a 95 with 170k, the previous owner has probibly been on many visits to shops and stuff, so sometimes things are overlooked.