Yeah, your best bet would be to get under the car, follow the exhaust, and check for any excessive movements.
Ya gotta remember, heat weakens metal, so something that seems nice and tight when cool may be a touch looser when hot (Yeah, I know, metal expands when hot, but it also gets softer).
I would not recommend getting under the car while it is running. Not even with jack stands. If you feel you trust the stands, and that you need too, do not do this alone. Have someone there, just in case something goes wrong.