Cool Service: WatchThatPage
WatchThatPage is a free web based service that watches the URLs you configure. The cool thing is that it sends you a daily summary mail with the changes. Note that it doesn't send you the list of changed URLs, but it sends you the actual paragraphs of new text. You can even configure the delivery time. I get mine delivered in the morning before I synchronize my mail.
I used it a lot before RSS got popular and I still use it for some sites that do not have RSS feeds (like the Konfabulator forum).