It's easy for websites with an RSS feed, but what about for others?
Answers:
I do not know of any that would notify you when a website changes. I think the reason for that is with so many websites that have dynamic data, it would become monotonous when you are notified everytime a date changes, or some subtle part of a website changes.
Websites owners and website visitors are more apt to utilize syndication feeds on thier sites, you might have heard of RSS, or ATOM links. These are ways for a website to publish when new pertinent information is published. Firefox has built in support for RSS/ATOM feeds with the "Live Bookmark" feature. THere are some options for Internet Explorer as well.
Hope this helps.
Check http://www.netvibes.com
Could be an indirect answer to your question.