I like to use propane. With the car idling, use an unlit propane torch to "leak" some propane around your engine compartment. If a good sniff of propane is sucked into the leak, it changes the air/fuel ratio and you will notice a change in engine RPM.
This only works on medium to large vacuum leaks. As the leaks get smaller, any RPM changes will be smaller.
You should be careful with the propane. Stop every few minutes to keep the propane from collecting in areas and exploding.