Google Webmaster. It will give you some stats on keywords you're coming up under. Like Adam said, this is really a lot more valuable than something where you can put keywords in under.
I got a click for a query with software I've never mentioned, found this in my stats, and have been writing an article that has a section on that software. I never would have thought to do anything for the keyword, but it's a good idea and I'm glad it came to me.
I can see a little bit of value in checking where you fall for certain phrases, if they've been bringing you traffic and you want to work on moving from the bottom to the middle or the middle to the top of the page. And there are some keywords and phrases that seem common sense to optimize for, but don't always make sense to. Right now I'm #3 for " Seattle night photos," but I've never got any traffic from that search. As far as niches go, I would think that would be a pretty common search, but the work I put into optimizing to that phrase would have probably done more good elsewhere.
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