SEOMoz is supposedly able to check local rankings now, but it's not been working for me (on international clients).
I would suggest the local rank checker from www.BrightLocal.com - They seem to have the most reliable local ranking software and for a pretty decent rate. $19/mo after a free trial. I've tried it a few months and liked it.
Also, PlacesScout seems to be a very thorough piece of Local SEO Software though I haven't used that one yet.
Really wish SEOMoz would just start working for my google.ca places rankings.
