How did they "check" for a blown head gasket? If it's blown internally between one of the combustion chambers and one of the coolant passages then it would be undetectable if they just looked at it. Check for oil/gas mixed with coolant in your overlfow tank.

If it's white/blue smoke it usually is oil burning, if it's black then it's a rich condition, and if it's white/white then it usually is coolant. Worn piston rings along with worn valve guides are usual suspects when burning oil.

Does it smoke all the time? Is your car low on coolant/oil?