If you're checking more than a site or two for a few keywords, any software you use can really eat through proxies. I ended up using one of the rank tracking services advertised here on BHW. Just worth finding out what each of them considers a keyword, as they all have limits on the number of keywords you can track per plan.
For instance, serpbook will track google, bing, and yahoo for a keyword and site, and count that as one keyword, but if you wanted to track two sites for the same keyword, that would count as two keywords.
With some trackers I think you can track multiple google languages/regions for a keyword, but that might count as multiple keywords.
Rank Tracker is one tool you can use, but again, you'll need a lot of proxies if you're tracking more than a few sites/keywords, and using proxies from different regions could get you some inconsistent results.