I recently purchased a used Saturn SL2. The oil light kept flickering so I took it back to the dealership. They advised the fixed the problem but never told me what it was. About 4 weeks later the same problem occurred. I took it to my local garage. He told me I was a little low on oil and he completed an oil change for me. That was 4 weeks ago. I checked my oil yesterday because the light started flickering again and there was no oil in the vehicle. It's not leaking out as I've checked my driveway for spots and it doesn't seem to be burning oil as the exaust is not smokey nor does it smell. Where could the oil be going?

Closer monitoring will lead you to the explanation.

Blue smoke would be an indication of burning oil that was somehow getting into the combustion chamber,but if you are losing all of your oil in four weeks or less you would notice blue smoke while driving.
If the low oil or oil pressure sensor is working correctly and it really is a low oil condition and you are not burning it in the combustion camber than it has to be leaking externally, it may be leaking through a front or rear main seal while you are driving.
Ether way do not let the oil get to that low of a level. A low oil level that is low enough to turn the light on means there is no oil to lubricate the engine! This could cause sever engine damage.check the oil level daily until you can determine the rate at which you are losing oil. Once you have determined this, find a reputable repair shop,(the dealership would be best) explain the problem to them have them put engine oil dye in the engine,
Then go back in several days (depending on how fast the leak is) they will shine a black light on it and the oil with the dye will glow fluorescent and they can tell where it is leaking from. This is a condition that must be addressed by a repair technician unless you are handy with tools and repair manuals. Do not ignore this condition.