Hah! I quit smoking a while back, and I've gone crazy smelling things since. I have several pets, including cats. I scoop the litter box twice as often now and completely change out the litter way more often now..
Our beardie cage doesn't smell, much. We have to keep the screen top mostly covered to keep the humidity up, so it does seem to get a bit musky in there. Even right after we clean the cage, its still lightly musky. We have a humidifier in there, so she gets plenty of fresh, humidified air.. but it seems that the smell is contained to her cage.
The cricket tank.. that's another story. Crickets stink. There is nothing you can do about it. If you plan on keeping crickets, they will smell. I will be starting a dubia colony asap, and they don't stink. So, I am excited about this...
So, I would say no, they don't stink. Crickets do. If you are a neat freak, then you will keep the enclosure very tidy, and you shouldn't have any problem.