How do I change the head gasket on my 2002 Mazda 626?

You could steam clean your engine and take a look after a drive to see where is comes from. My first guess would be that it is the valve cover gasket, since most of the time a head blown head gaskets manifest itself different. Not saying that it isn't, but most of the time you get misfires, loss of coolant and lots of different colored smoke with a bad head gasket. It is also a lot cheaper and easier to replace a valve cover gasket. So, clean it and take a look at it after a drive to determine where it comes from. Good Luck