mtgoxlive.com or bitcoinity.org show the dynamic orderbook, bitcoincharts.com has smaller snapshots too.

On a related note. It would be in everyone's interest to push for a Global Best Bid or Offer system ala (NBBO in the US). This is where your chosen bitcoin exchange would silently route your order to another exchange if it would get you a better price.  It would require lines of credit between exchanges but thanks to bitcoin, settlement would be near-instant. Exchanges would compete more on service and the community would benefit immensely.