MOSFET finite output resistance in saturation mode
Although not typically listed on datasheets, the MOSFET parameter \$\lambda\$ can be sometimes be found in the SPICE model provided by the manufacturer.  Consider for example the N-channel MOSFET 2N7002.  An old SPICE model from Zetex defines \$\lambda\$ of 2N7002 as \$267\cdot 10^{-6} \textrm{ V}^{-1}\$.  For more information about how \$\lambda\$ is defined in SPICE models, see pages 128-129 of the HSPICE manual.

However, it is important to keep in mind that the parameter \$\lambda\$ may vary significantly from device to device, so it would be unwise to design a circuit that is sensitive to this parameter.  In addition, channel length modulation, which \$\lambda\$ models, is only part of the story for determining MOSFET output resistance (\$r_o\$).  Other effects such as drain-induced barrier lowering and substrate current induced body effect (SCBE) may also be important depending on the bias point of the device.

In summary, you may be able to get a very rough idea of the output impedance of a MOSFET by looking at the manufacturer's SPICE model.  But the reality is that \$r_o\$ varies from device to device and is a complex function of bias point.