Do cars always smoke when they burn oil?

[BodhiBenz1987]

Just a question of curiosity. I know my 240D burns a little oil because the oil level went down a bit over 2,000 miles, from almost at the "full" mark to a little below halfway between the marks on the dipstick. When I did an oil change (I did it early as I sort of considered the first change after I bought it a "breakin") only about 5 quarts came out (probably some left in engine but obviously it lost a little). But I never can see any smoke, other than for a tiny bit on startup on cold mornings. It stinks like heck (the exhaust system is in terrible shape) but I never see a hint of a puff from anywhere, the tailpipe or any of the holes that come before it. It doesn't really make a hill of beans difference, but my inquiring mind just wants to know. Maybe I'm just a little too bored as I wait for my parts to come in for the other car ...