Hmm, when the engine isn't hot, take the radiator cap off (make sure it's not hot) and let the engine run, if you see bubbles, then you may have a headgasket issue (IE combustion pressure is getting past the head gasket and putting air in the cooling system). Not a definitive test, but might help. If you change the oil and notice a while film or sludge, the coolant might be getting past the headgasket into the crank/oilpan.

The coolant system is designed to be a sealed system so if your loosing coolant, it has to be going somewhere (as opposed to an oil system the will "consume" a little oil as the miles go past). The most obvious issue would be a leak. Get a large piece of cardboard and park the front of your car on it overnight and see if you have any puddles in the morning. Asphalt and concrete and sometimes hide evidence that will stick to the cardboard but you need to find a dry place to do it.

Anything to note about the car itself? Mileage? Last coolant change? Ever change the water pump? Overflow bottle hooked up ? Any smoke out the tailpipe? Ever do a compression test?