sticky calipers

ok, well this is a new one to me. i just rebuilt my whole front end. suspension and brakes. i drove my car to work the last two days. about 100 miles or so with no problems. well today i thought i would take my girlfriend out in my car to show her how good it handles and everything now. well as im getting on the freeway i notice my car start pulling to the right. followed by the smell of burning brakes. this confused me because i didnt touch the brakes. i was getting on the freeway. so i stopped and loooked under my car to see the problem. well my wheel was smoking. since i was mad i said screw it i will just drive it home. so im driving down the freeway about 40 and eventually it goes away. but wait for it........ then my left one starts sticking. what the hell? so after having a police officer follow me and tell me my brakes are going out. and people staring at me with a smoking front wheel, i finally get home. i let my brakes cool, took the wheels off and pulled the calipers and everything. the only thing i noticed was it looked like i might have put too much disc brake quite on because it ended up all over but i dont think that would be a problem. i know it was a real tight fit with the new rotors and pads but i just figured they would just break in. even after driving home with my brakes stuck on they were still hard to get back on. i dont know what could be wrong. so i put it back together and it drives fine. drove it around about 20 miles up and down hills. no problems. but i dont trust it to drive to work now and since shes my daily driver that could be a problem. anyone have any ideas? thanks.