[aw3c2]

If you prefer privacy and control over your own tools, there are the FLOSS http://specto.sourceforge.net/ or the free(as in no cost)ware http://www.cmcode.co.uk/webmon/ for Windows

[nousougi]

I too used webmon until recently, but got tired of monitoring the monitoring tool on my desktop. Now I use ChangeDetect - http://www.changedetect.com/ Despite what is said on the homepage, it is NOT free. Good luck...

[PavlovsCat]

There is also the commercial, but very extensive Website-Watcher: http://aignes.com/