my suggestion, get yourself a nice thermometer, turn on the car take the rad cap off, and wait till it gets up to temp. The coolant will start to boil over out of the rad reservoir too (not good, but it must be done). You must also let the engine cool with the rad cap off (this is essential). When the thermostat opens the temp should drop a few degrees instantly.
the air will escape from the long thin hose running to the reservoir tank. At this point you can verify your rad fan turns on etc. If it doesn't, turn on your heater motor at full blast and let the engine cool a bit. then turn off.
btw, my problem was the same as yours. I replaced my thermostat as well. At first I was affraid some crap got into my rad. The whole driver side of my rad was cold, but the engine was getting real hot (around 90C) and my fan wasn't coming on (because the sensor is on the driver side of the rad...). I tried running my engine with the rad cap off for maybe a minute but that didn't release the air. Flushing the engine was easy because I had the thermostat removed. With the thermostat installed, only air pockets in the engine bled off. Only way to bleed the rad is to let the engine get up to temp. (I was worried about steam from the tank, but it's not much at all)
for your safety and environment, have some towels around the reservoir just in case a lot of fluid comes out (i had a mess... but washed it right away)