What's the easiest way to hook into multiple BTC exchanges?
Yes, there are such services.

bitcoincharts.com offers such an overview, though you may get confused from the many fiat currencies.

CoinDesk's chart is much cleaner, only uses USD, and you can easily choose which exchanges to regard. However, CoinDesk lists far fewer exchanges than bitcoincharts.com.

There are several services – for example BitcoinAverage – which attempt to plot the average price.

If you want to, you can use the APIs of the exchanges you're interested in, and write a script or small program which shows the current prices.