My Chessies don't smell. I've heard they were supposed to and that they would leave oily residue where they rested. But they don't smell any "doggier" than any other dogs I've lived with. Jasmine sleeps on my silk comforter, and the only residue she leaves is drool! I only wash them once a month or so, because excessive bathing is supposed to be bad for their coats. They do swim almost daily and get cold water rinses afterwards.
*edit* Indy is very poorly bred and has a very lab-like coat. Jasmine loves good smelling things. Instead of rolling in poop like most "normal" dogs, she prefers Bounce dryer sheets, lemons, my neck after I've just sprayed perfume. So maybe they're just not the norm.