It might be worth checking out the deviated septum thing, or at least exploring with a doctor they "why do I always get a sinus infection side order with my cold?" thing. I've got a friend who always gets sinus infections when she gets colds, and BAD ones, because of a deviated septum. Now, granted, her case isn't quite applicable to you because her problems started with a few years of very heavy-duty cocaine use before becoming clean and sober 18 years ago. :) But, it still might be worth exploring.
Obvious Question Alert...Do you take ungodly amounts of decongestant followed by gallons of water at the first sign of a cold? I had the same problem in college (the monthly sinus infection, as sure as the rising sun). My doctor did some poking, found nothing seriously wonky, and advised me to max out on sudafed (the good kind, not pe) and stay hydrated whenever I got the sniffles.
Hmm. Usually I take Afrin for the first couple of days, then switch to Sudafed -- nothing beyond the recommended dosage in either case. I usually drink lots of fluids, though it's not in the 'gallons' range. *shrug*