There's a somewhat accurate tool over at SpyFu that gives a very good idea of what's going on. It's based on slightly older data (2-3 months) but it's still pretty good.
There is always the Yahoo/Overture bidding tool, but thats for Yahoo and doesn't give you results that translate directly into Google. Gives you a general idea about the prices being paid however. Only in dollars to my knowledge though.
The UK version still exist. However, Overture has removed "hide" the US version. Notice "hide" you can still get to it from http://keyword.secretstohighprofit.com.