Mine smells when I don't drink a lot of water. Or if I have to hold it for a long time. Certain medications can make it smell funny, too. Taking vitamins (esp b vitamins) can give it a darker yellow color even if you're drinking a lot of water.
If it always smells funny for no apparent reason and doesn't stop, you might want to get it checked out by a doctor. An off-smell can be a sign of a yeast infection, urinary tract infection, or an STD.