Seeing as how your car has a turbo, the only place it would be leaking and you'd hear a ticking noise is pre-turbo, so the exhaust manifold at the head (header) and the down pipe on the hot side to the turbo. The turbo, due to it's nature of homogenizing the exhaust flow, will pretty much eliminate any ticking noise which may be due to an exhaust leak. While you may have a leak downstream of the turbo, you'll not get a ticking noise from it. This eliminates a lot of "stuff" to look at.
The next place you need to look at is where the header meets the head. This is a usual suspect area on most cars with an exhaust leak. You are looking for black soot traces. This is your tell tale sign. On your car and most cars with turbos, this is going to be hard to see because of all the supporting "stuff" which is there. Plus, IIRC, the exhaust is on the back side of the engine next to the firewall, which makes it even harder to see. If you don't see any, it doesn't mean you don't have an exhaust leak though.
The next thing you need to do is check your trim levels. If you have an exhaust leak, you're vehicle will most likely be getting worse gas mileage. This is because if there is a leak, fresh air will be getting into the system fouling up the fuel trims. This seems counter-intuitive, but it is actual. Even though there is pressure where the leak is at, as the exhaust flows by, it will draw air in with it (there's a physics term for this, but I'm not remembering it right now - it works like a venturi in a carburetor). This messes with your O2 sensors, which makes the computer dump more fuel in to the system. You'll also be seeing more soot around the inside of the tail pipe due to richness of the burn. This isn't good for your cat, either.
If you aren't seeing any of these things, you can pretty much eliminate the exhaust as your problem. If you grab a piece of rubber hose about 3' long, you can use that as a diagnostic aid to help you pinpoint where the noise is coming from. Put one end of it up to your ear and wave the other end around in the engine compartment. This will help localize where the noise is coming from. There are also automotive stethoscopes which are very cheap at places like Harbor Freight. They can help as well, but I've found noise is usually transmitted throughout the metal of the engine, so it can help pinpoint sometimes, but other times it's not as apparent.