So I'm hoping that you guys can take a look at this game and tell me where I went wrong strategically.  I really struggle with these opposite side castle positions.

Bg4 is only annoying if white plays d4, not d3. Bg4 pins the knight on f3, which is protecting the d4 pawn, and can chop it off at any time. 

with a pawn on d3 there is no pressure on d4 because there is no pawn on d4.

I don't see why not 23.Ng3

 but I was going to loose a pawn after bishop takes knight, pawn takes bishop, queen takes pawn, and I have a queen breathing down my neck with no defensive pieces there.  So that's why it was so annoying.  I completely missed that tactic on move 23.  I just saw my rook was attacked

I think your main psychological mistake was being overly worried about Bg4.  For one thing, your knight on d2 is protecting f3, so on Bg4 you can easily undo the pin by moving your queen.

Later when material is reduced, Nxh5 looked attractive, getting rid of your nasty g3 knight for black's active bishop, as well as damaging his structure.  (Reduced material makes it relatively safe to open up your king).

The strategy for opposite side castling is simple, mutual attacks.  It was spot on to advance your queenside pawns... but then you sort of forget about the queenside.  For example 18.c4 with b5 looks like it wins the e pawn (after Nxh5 of course).

Winning the bishop wasn't bad... the king is a bit breezy... but again black can't really bring many attackers to bear on your king.  Your double knights are great defenders.  23.Ng3 seems natural... black can advance his pawns but I like white.

After that black's attack did come up pretty fast.  I guess Nf6 just didn't work.  Black is really active all of a sudden, and it's hard to defend (how much time did you have left?)

I mean, the game wasn't really that bad, just some tactical slips there at the end when your king was under a lot of pressure.  Try to be more focused on getting play on the queenside (in cases like this ) and don't be so worried about the pin with Bg4. 

8.h3 seems like a waste of time and only provides a target for black if he wants to attack later.  For the same reasons I don't like 9.h3 either.

This game was analyzed by FM Liu on chess tv today.