Too rich = black smoke
Burning oil = blue smoke
Coolant leak = white smoke

I forget what color the smoke is when they've picked a new pope.

Part of the purpose of the cat is to burn the excess fuel of running rich... the HC part of the emissions test. You aren't gaining much by running without one, and the fine for getting caught is pretty steep.

As for what's going on in the engine...
- Make sure all your emissions stuff is working right; an overactive EGR can make the car rich.
- Do the other tune-up stuff; air filter, plugs, etc.
- Consider replacing the oxygen sensor.
- Try some cleaners; fuel injectors, intake manifold, valves (seafoam)