Are you thinking of a smell with a kind of sharp, metallic or chemical odor, right before a heavy thunderstorm?
If memory serves me, that's due to the voltage between the storm and the ground turning O2 molecules into O3 (ozone), which gets spread around by the storm's winds.
That is, in fact, ozone. You're not alone. I often smell it ahead of big storms as well. Of course, I also smelled it after watching the maple tree in my front yard get zapped 20 feet away with nothing but a window screen and air between my face and $DEITY knows how many kilovolts.
There is some variation in how sensitive people are to individual odors. Picking up the ozone smell before storms seems to be sufficiently rare that a lot of people end up wondering if they're the only one.
Anyway, as I said, the ozone is produced by the electrical activity in the storm--if you're curious, you can get a smell of ozone off of artificial sources of high-voltage electricity as well. Hanging around a Tesla Coil or Van de Graff Generator ought to do the trick.
And hey, look at it this way, it's not the storm itself you're noticing--you're actually smelling lightning. How cool is that?
I've always been able to smell this before a storm as well. I remember when I was a kid and I would tell my parents, friends, whoever, this fact and they would just think I was crazy because no one else could smell it.
I have very poor eyesight, so my hearing and sense of smell are extremely acute.
If memory serves me, that's due to the voltage between the storm and the ground turning O2 molecules into O3 (ozone), which gets spread around by the storm's winds.