Dividends are usually paid twice or 4 times per year.
It seems that some UK companies provide a dividend every quarter. Sometimes the final dividend of the financial year is much higher.
Interactive Brokers send an email to me when a dividend is announced on a stock held in my account. The automated report also tells me accrued dividends.
For ASX listed stocks, you can search via ASX Dividend Search page.
2010-01-15 For LSE and NYSE I'm not sure.. I'm still looking for a decent site.