You may relate the smell of burning leaves to the changing seasons, but the reality is that burning leaves introduces a lot of pollutants into the air that can be toxic and irritating to respiratory passages. And because leaves are usually moist, they burn poorly and emit even higher levels of dangerous hydrocarbons. For these reasons, many neighborhoods do not allow burning leaves or have specific guidelines. (Check the county or your local township for specifics.)
A better option is to shred or mulch leaves with a lawn mower and leave them to fertilize the lawn. Fall is the best time to fertilize because ants and earthworms help incorporate the leaves into the soil. That decaying matter feeds the beneficial microorganisms that keep soil healthy. Collect some of the mulched leaves in the mower bag and use them as mulch around the garden and landscape to suppress weeds, conserve moisture and maintain soil temperature. Even better is to gather them with a rake and compost.