There are different alcohol smells. If you drink beer then obviously that fermented grain smelll will be on your breath.
But, regardless of the type of alcohol, one of the primary methods of removing alcohol from the body is through the lungs. You literally exhale alcohol in order to remove it. So, no, there's no alcohol that won't smell going out, but there are many that smell less going in. The more pure the alcohol the less it will smell going in. If you drink a significant amount though, nothing will stop you from smelling like a hobo.