Exhaust leaks will usually be at areas where metal mates. You will want to examine collector areas, flanges, etc. Look for white residue or blow by. Also have you tried a piece of hose held up to your ear? you can walk the hose around the engine waiting for pronounced changes in hissing gas sounds. I know it sounds silly, but it works well.
Last, and I hate to say this...but if your header manifold is warped you could still be leaking from the head area. If you won't want to have the header flange planed, sometimes folks use two intake/manifold gaskets to make up small differences in warpage. Also, are you sure you tightened everything down? Exhaust/intake manifold bolts must be retightened after reinstallation...I think at 250 miles, and again at 500 miles.