Given most of them generate an access of certain elements, I imagine they'd smell like those elements: Water Pokemon would smell like seawater, fish, etc. Fire Pokemon might smell like smoke, or a fireplace. Electric Pokemon smell like ozone. Grass type Pokemon smell like the forest. Flying type Pokemon smell like fresh air. Ground type Pokemon smell like dirt and dust. Etc.
Vulpix, Ninetales, Zorua, Zoroark, and likely the entire set of Eevee and it's evolutions(with the possible exception of Espeon) would smell bad, as they're based off of foxes which are known for having scent glands.
Fennekin would be the exception, as Fennec Foxes don't have the same bad smell.