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
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...