I use Seo Elite (which rocks) and also this online tool seoserp.com which is also really cool when I am not at home.
You could check Seoadministrator its commercial but if you have website with PR3+ you could manage SEOadministrator for free just to make an anchor link on their website. Its awesome software. Best i know. Trial version is also useful. But I suggest you all to speed up and get it for free.
sometime ago I had tried a desktop software where you enter your keywords and domain name and it watches your rankings and logs them daily. That enables you on which keywords you are rising and which are declining. Cant remember the name of the program now, if anyone does please share.
I've seen a lot of them like that. It just sucks that you have to enter keywords. A better one would find out which keywords you are in serp for, and log them daily.
Hey mate, Use SEOdigger.com it's very good tool, you just need to register in simple steps, and than type your URL, Whichever your keywords are coming in Google SERP's it will shows in a list. Thanks.
Free monitor for google - checks in 1000 SERPS, multiple keyword combinations and remembers positions: www.cleverstat.com