#1 thing That I would do.. take the thermostat out and run it no thermo just to see if it over heats..(obv you wouldn't run a car like this long term) if not than obv its the thermo not opening.
however if it does still over heat my first thought would be that somewhere in the coolant system there may be an air pocket. That was what I found after replacing nearly everything on an old honda I had. Another idea it maybe a headgasket.. i'm hoping not but it could likely be...If that is still not it keep us posted!