The one mentioned http://www.allno1.com/google_serp/multi_country_rank_checker.asp is pretty decent. It also lets you see where you rank in google other countries. Seomoz.org has a decent checker and tracker too.
I like to check mine and my closest competitors for multiple keywords and single keywords real fast so I use Market Samurai
I use traffic travis, there is a free version of it. It can be use to track the positions for specific keywords.
Yes, it's possible. You can either use a tool to check for it or manually check your ranking for a specific keyword.
I've tried all of those tools and the best one believe it or not is (google.com) You have to manually go into the respective country google.co.uk, google.de, google.be The tools are not accurate, you can compare but you will not find the same ranking. closest one I've found is webceo checker, you can download a trial for free and seems to work well but not 100% accurate. There is a tickbox that allows you to search the different countries.
you can get link exchange for same keyword which is use to find your site makes better rank in google.