If the smell is faint, you can investigate a bit to see if you can determine where the leak is located, then turn off the gas near the leak before calling the utility company. In the vast majority of cases, the gas leak will be near some appliance in your home. Possibilities include: 

Gas stove, oven or rangeGas water heaterGas furnace or boilerGas fireplace or other gas-fueled heaters

Here are some methods for turning off the gas if you smell a leak. You made need a wrench and have some knowledge of how a gas cock (or valve) works. Sometimes a gas smell can be caused simply by one of the stovetop burners that have accidentally been turned on without the burner igniting. In this case, turn off the control dials, open a window, and wait for the smell to dissipate. With this case, there’s no need to call the utility company to investigate. The gas line connections to the stove or range are normally located behind the stove. The appliance must be carefully pulled out from the wall a short distance to expose the gas line and shutoff valve. With the gas valve shut off, the connections can be examined and tightened. The gas shut-off valve on a water heater is usually rather close to the heater, located on the gas pipe that runs from the main gas line to the burner chamber. The gas pipe can either be a rigid black pipe or a flexible gas tube, and the shutoff valve will be located near the place where the gas line branches to the water heater. If the gas shutoff valve is not immediately visible, trace the gas pipe backward from the furnace. The shutoff valve may be located a few feet from the body of the furnace.  Turning off the main gas shut-off at the meter ensures that there isn’t any more gas being fed into the house at all; it should be your option whenever you can’t tell what appliance is the source of the leak or can’t find a local shutoff valve. The gas meter is usually located in a utility area of the home, such as the garage, in a basement, or along an outside wall.