But... Follow your headers back to your exhaust, make sure nothing is laying up on there... Check you engine and what not as well.
I certainly would stip my plastics and look at everything. Burning smells aren't a great thing, and if you check now, you may find something that could have gotten much worse had you not checked into it.
If your really spankin it, or you just cant ride gears properly, it could be your clutch. Whenever i drive my dads Subie i can smell the clutch burning after a while. Its a rubbery/plasicy ackrid kinda smell.
Ok i washed my upper lip and i still smell it LOL. I noticed a couple of drips on the concrete where i park it so i tightened the plug up and the filter and cleaned of some oil going to see how that works.
at least it wasn't your lip you were smellin, lol. wait til you run into someones plastic grocery sack just blowing down the road. Catch one of those on the headers and you got one hell of a mess.
take it to the car wash ans rinse it off with the low pressure pre-soak. that stuff is great. get the headers and mid pipe really good. while your at it spray out the radiator, dirt in there doesn't help cooling at all. hell you might just be frying a grasshopper or junebug somewhere.