I use Market Samurai. Open a project for the Primary Keyword that your website is focusing on & enter your URL in their 'Rank Tracker' module.
It seems that there are some softwares which can tell you the positions of your sites on the SE, just search them.
I am so mad that I can't remember a Google code that you can type in that will tell you if you are indexed and where. If I can find it I'll report back.
you can use google webmaster and analytic as both of these tools will show you what page and impression are appear on google or yahoo and other SE.
i use seomoz its clearly the best seo tool out there you can get a free account but the paid one is obviously better highly reccomend it tho
SEOSERP dot com is one wonderful tool. Simply key in your keyword as well as web address and it will show you where your site rank in 1000 results. You can use it for Google as well as Yahoo.