Any general tips? My car isn't super loud, but you can smell it when I'm backing into my garage etc.

 

The best way is with a smoke machine. Without one, with the car running you need to listen carefully around the manifold, the muffler, and every place parts are joined with a gasket. Also, you can see the spot sometimes because there may be discoloration around the leak.

The smell may be something totally different, like a bad cat or the car running rich.

 

Yeah or put the car up on jack stands have some one rev it a little and listen for the ugly sound of an exhaust leak. Check for spots welded. Sometimes I found just small pits in welds that would make my exhaust sound like crap.. put your hand around weelds flanges gaskets and you should feel the exhaust if there is a leak

 

Could the bad oxygen sensor cause it to run rich and make it smell?