I've used backboard before, http://www.getbackboard.com/ clean, easy to use interface for clients. Been useful for multipage docs where more than one person is proofing as they can see all comments so don't repeat same issues. You can upload all sorts of file types too.
I've been using Approval Manager from MetaCommunications. It has been extremely helpful for sharing proofs, collecting feedback and getting Approvals. There's a free version on their site as well which is fine for a small creative house.
Know this is a resurrected thread but as my original suggestion backboard is no more thought I'd mention CS Review. Think you need CS5 to run it but I'm trialling it with one of my clients at the moment and it's working really well, very straight forward for clients to use.
Only thing is it states it's free until April, after then I presume it's going to have some form of subscription charge. Shall see how much I use it as to whether it will be worth paying for.