You can use a short length of ordinary garden hose or some larger diameter emissions hose and move it along the areas of the exhaust manifold and the entire exhaust pipes. It should be close to the manifold/pipes and it will definitely amplify any sounds/leaks. You will have to get under the car to check the pipes under there as the hose will need to be passed both above and alongside the pipes. You may also have a diagnostic code that is readable with an OBD II scanner/reader available for free at most national franchised part stores. Sometimes a catalytic converter will develop a crack on one of the seams, but that should throw a code.
Any decent exhaust muffler shop can deal with a simple leak, but be sure it is an exhaust leak before you start looking for shops.