Previously mentioned FileHippo is a great tool for updating your software, but even if you don't use it (or if you're running OS X or Linux and can't), reader The_Doc lets us know its website still has some pretty good uses.
Ever want to update a program, but you can't find a changelog on the website? (I'm looking at you, iTunes!) Try checking filehippo.com. Yes, you'll be able to download the update from there as well (if you're on Windows), but if you use your program's updater or website as your source, you may not think to check a third-party site for changelogs.
I definitely never thought to use a third-party site, but their changelogs are pretty helpful, especially when the main site doesn't seem to list one (or it isn't in an easy-to-find place).