[azjulian]

Easy way to check if you have an exhaust leak (be careful its hot!) is to take a rag bunch it up and block the exhaust outlet on the side of the car - you should feel pressure. If you have a leak you'll hear air exiting from that point. If you have a helper at hand that person can track down where the leak is coming from.

In the past when I've found a leak and its gasket related, I've taken every thing apart, sanded down the flanges and used sealant - if everything is flat you don't need the bolts very tight to maintain a leak free system.