Have you looked in the engine compartment to visually inspect for a leak that may not be dripping, but rather burning up before it has the chance to drip? It does not take more than a steady drip or very small leak to really stink it up.
I just got my car last week from the shop, I had my 60k service done. They didn't notice anything. Of course, I didn't ask them to look because I didn't think about it. I'll have to rip into it this weekend maybe and look around. Blah... :ah:
The fact that you just had the car serviced might be exactly why you have that burning oil smell. Doesn't take much oil to create that smell, coming from an oily rag or greazy hands.
I'd give it a couple of weeks and see if it persists before you invest lots of time into poking around... unless you enjoy fiddling and then I'd say knock yourself out!