I've had this problem, I found that getting it up to temp and idle then several vigorous revs gets most (if not all) of the air out of our cars. Make sure the heater is on max doing this as well, I forgot this step last time I did my Honda's coolant and I could still hear the faint sounds of rushing water at times indicating air still in the system.

Did you also use a flushing agent, or simply new coolant/water mix?