One that I’ve recently started using is Rank Checker. This is a Firefox plug in that sits in your browser ready to go to work. If you visit a site and wonder how that site ranks for any of your target keyword phrases simply click on the plug in icon, type in the phrases or words and hit search. Very shortly you get the ranking of that site for all the phrases you entered on Google, Yahoo and MSNLive.
Of course you can easily keep tabs on how your site ranks for all your important phrases as well.
Side note – MSNLive is really starting to do a better job with search results and I’m experiencing more traffic from them all of a sudden. (See XML sitemap post too.)