Exhaust leak?
 

The exhaust out of my 95 Saturn SL1 sedan seems to "smell". You know, the exhaust smells stronger that what you usually smell out of a car. When I start it from cold, the engine vibrates and rumbles quite a bit as you can tell from inside the cabin (at first I thought it was the top engine mount but when I examined it, it was fine, no corroded rubber), but after it warms up the idling and vibration goes down, just at initial startup it seems to smell quite a bit. Could that be a sign of an exhaust leak? The tip of the tailpipe is a little black and you can see a little gray smoke coming out, but then it goes away after it's warm.

A common problem on these cars is the ECTS and/or the connection. A defective one could cause a rich running condition which may result in a strong odor coming from the tail pipe. The ECTS is located on the drivers side of the head. Your model should have two of them in that area-one is for the temp gauge, the other for the ECM. If it is the OEM unit it will be made of some type of composite material which usually cracks after time, resulting in erroneous readings.Replacement sensors are made with brass, which is more durable.

Thanks for the tip. Is the ECTS easy to change? The next step is probably to get myself a repair manual. I've mainly used Haynes, but is there a preferred or recommended one for the Saturn (Clymers, Chiltons, etc.)? Thanks.

The ECTS is a relatively easy fix. Haynes is my preferred choice, but everybody has their own opinion. You'll find the sensor on the driver's side of the engine, very near the outlet for the coolant line going to the radiator. Seems to be a very good idea to replace the connector at the same time (corrosion, weakness, vibration). The approximate cost will be about $40 usd for the parts.