I wouldn't assume your head gasket is blown just yet. Do a little more diagnosing and try to narrow it down more.
First thing is to get the coolant system bled properly. I found the best way with my explorer is to use a coolant system flush 'T' sold in kits by prestone or other mfgrs. Place the T in the heater hose about a foot from the fire wall. This will give you a cap that is higher than the heater core and helps get all air out. Cost a few bucks and will come in handy later also.
Next, if you are burning coolant, you still might not have a blown head gasket. The lower intake maniflod could be loose and allow coolant into the intake runner(s). Check the intake bolts.
After that, you can get a tester that will tell you if you have a blown head gasket or cracked head. Autozone will loan the tester and you just have to buy the fluid. It's called a Combustion Leak Tester. Looks like this:
http://www.amazon.com/UVIEW-560000-Combustion-Leak-Tester/dp/B000NPDL76