Catalyst - 11:12 pm on May 13, 2010 (gmt 0)
Do you have a Google Places listing already? If so there are stats right in your account that tell you how many impressions and actions and which keywords people used to find you.
Other than that I don't know of any SEO software that checks local rankings or that does anything else that directly helps with local SEO. I've been looking for tools to make my job easier, but haven't found anything yet.