We had to add coolant to the expansion tank more than twice in a month now.

First I thought it was from a bumpy ride (bad roads) and hot day (steaming) but still there was about 1-2 liters missing from the expansion tank.

Now I could go for a week without adding coolant or get a dry expansion tank in about 20 miles:
- the engine temperature gauge looks normal (no temperature jumps whatsoever)
- heater is working fine
- there's no visible coolant leak (under the car or anywhere else)
- there's no "tell tale" singns of coolant in oil on the oil cap or oil in coolant
- the level of oil on the dipstick is unchanged (between the full and low level mark)

Does anyone has an idea what happens to the coolant? What can we do to make sure we don't have the dreaded head gasket failure?

With a 3800 I seriously doubt you have head gasket failure... Not out of the realm of possibilities but highly unlikely..

Chances are that you have either an upper intake or the upper gaskets starting to leak... At time I have seen the upper degrade and require replacement on the Tuned Port 3800..

Its very likely that you have intake gaskets that are going bad causing you to use coolant..

I do suggest you look deep into this issue before it costs you an engine..

I have the 3.1 V6 engine on this one.

What do you mean by looking deep into this problem?

How can we test for a head gasket going bad: white smoke, water in oil, no heat, fluctuating temperature gauge?

I have the 3.1 V6 engine on this one. How can we test for a head gasket going bad: white smoke, water in oil, no heat, fluctuating temperature gauge?

WIth the 3.1, blown head gasket is a likely event.
no heat from the heating system, fluctuating temp gauge are reliable signs. However, a slight leak, one that goes active only when the engine is operationg..(vacuum would be able to suck coolant on the intakle stroke, power stroke would be able to push exhaust into the cooling system,) ...could probably not reveal coolant in oil nor white smoke.

Exhaust could be seen bubbling from the top of radiator coolant. Fill radiator up to the rim.
Testing presence of CO2 exiting from coolant is also a more reliable tst, but requires the equipment.

WHite smoke is in part a confusing sign...as it would show only at start-up if coolant has been able to invade a cylinder while at rest....and white smoke in cold temperature operation is just normal.....notice that water is a normal combustion product...and 5 quarts of water go out as vapour through exhaust for each gallon of fuel consumed.....MUCH MUCH more than a gasket leak....
www.avigex.ca/xport/watervapourfairytale.txt

Thank you for the answers.

So next thing I can do is start the engine with radiator topped and radiator cap off and watch for bubbles in the water?

I wonder if water accumulating in the cylinders won't make the engine "feel" different at startup since this engine starts very quick, without any hesitation.

I will watch this closely and report the result since I don't want to scrap an engine for this head gasket issue.

So next thing I can do is start the engine with radiator topped and radiator cap off and watch for bubbles in the water?

Yes...if you have bubbles, this is a tell tale sign, but no obvious bubbles do not necessarily opt out the condition ...some would bubble significantly only when loaded...so with transmission in drive, brakes on, and torque it just a little while some body watches the radiator opening....it depends of the rate at which your coolant "disappears". In fact, my '93 3.8 has always been "consuming" some coolant....very little.... for as long as I can remember...may be a quart every season...and no sign anywhere whatsoever...still with the original radiator (but the a/c condenser has been replaced).
If what you notice now has happened suddenly in a way you were forced to see it, of course there is matter to investigate...but...solutions that are worse than the problem must be scrutinized first...

I have also found head gasket leaks by injecting compressed air through the spark plug opening: the piston must be positioned right at the top (to lower the chances that the compressed air pushes it down) with the valves closed (hence at top of the compression stroke) ...and you must do it one piston at a time. I did this with my late Dodge Omni....that was easy (I mean, very easy access, which is not the case with a V6) , and the air quickly bubbled out the radiator once I found the right one. IN this case, gargles in the heating system and sporadic heat output was obvious for some time. However, my brother's 2002 3.4 jMOntana just gave no significant warning signs....and suddenly it went overheating , and that was it.

I will test for bubbles during acceleration and report what I find.

Meantime what damage can a leak that doesn't get into the oil or affect the engine performance cause since water vapors are present in the combustion chamber/exhaust all the time?

On this engine it seems that the car can run fine without "eating coolant" for a while then, all of a sudden, all the coolant dissapears without trace like in some magic movie. Someone even suggested to check the expansion tank for leaks.

Here's (http://www.automotiveforums.com/vbulletin/showthread.php?t=933526&highlight=bubbles) my story, haven't done anything about it & still a daily driver.

Ended up finding out about this stuff (http://www.napaonline.com/MasterPages/NOLMaster.aspx?PageId=470&LineCode=BK&PartNumber=7001006&Description=Leak%20Detector%20Kit%20/%20Engine%20Block).
Leak Detector Kit / Engine Block
Item#: BK 7001006
http://www.napaonline.com/images/u_clear.gif
Price: $49.99
tax and shipping not included

Disclaimer: The stated price may vary from the in store price and may change at anytime.

http://www.napaonline.com/images/u_clear.gif
Attributes:
Manufacturer:Test Tools Inc.
Application:Test For Cracked Block
Leaky Gaskets
Cracked Or Warped Heads
Product Features:Locates Combustion Leaks w/o Guess Work
Test In Seconds
Removes Guess Work From Job
Additional Contents:Aspirator Bulb w/ Valve
Large Engine Adapter & Leak Test Fluid

Not sure what you mean by this part?
"all of a sudden, all the coolant dissapears without trace"