Brakes problem
1999 Dodge Neon 4 cyl Two Wheel Drive Automatic
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We replaced the rotors, brake pads and calipers. The brakes are still "grabbing" (slightly but enough to where you can feel it and the engine has to work harder). After stopping, the car smells of brakes. I was told it could be the master cylindar or a collapsed line.

I'd bet collapsed line. One way to check would be to raise the car off the ground, and try to spin the wheels, if the brake is stuck on, it should turn rough, undo the brake line from the caliper and try to spin it again. Should be free.