A stuck brake caliper will cause major problems with handling and steering, as well as creating a burning odor that is hard to miss. If your car has a stuck brake caliper in the front, the chances are good that if you can get going, it will feel is if you have to fight the steering wheel to retain straight line control of your car. If one of the rear calipers has stuck, then it will feel as if one of your rear wheels has been anchored, and you will also notice a significant fade in your car’s gas mileage. You’ll also see what appears to be a blue streak on the rotor, if you pull the wheel to look. That indicates a stuck caliper, because the caliper material is overheating and burning.
For more info, see A Guide to Front Brake Repair Basics