There's dozens of things to look for. First look for the highest point you see oil since it only runs down, not up. If you see oil on the front of the engine, the leak is not in the back.

The more common things include a loose oil filter, leaking oil pressure sending unit, and leaking valve cover gasket. You may need to wash the engine with an engine degreaser, then watch for where the oil shows up first. If it's a real slow leak, you can add a small bottle of dye to the oil, then search later with a black light. The dye will show up as a bright yellow stain that you can follow back to the source.

Knowing what engine you have would help... Gas, Diesel, 1.8T, V6, they all have their own common leaks.

Thomas