Well...It all depends on how you carried out the experiment. If you went there, landed on the planet's surface and stuck your nose out of the spacesuit, it would be frozen-off so that your sense of smell would fail before your brain had a chance to register anything. So, I would say that the planets Saturn, Uranus and Neptune do not have a bad smell because there is no way for a human to ever conduct the experiment. Of course methane gas on Earth does not even have a foul odor; it is odorless unless mixed with other trace gases. Usually, where ever methane is formed organically on the Earth, there are plenty of trace gases to choose from!