I really like the scanner at stockcharts.com for doing scans at the end of the day/week. It offers three kinds of scans:
Predefined Scans
A big list of common scans that many people do (New 52-week high, MACD crossovers, Oversold RSI, various candle patterns, etc)
Standard Scans
This gives you a UI to create scans with custom parameters (ex. Vol > 100k, price < $1, etc) along with settings for indicators
Advanced Scans
This gives you a kind of scripting interface that allows you to create just about any scan you can think of. Want to scan for stocks where the 100 MA is more than 200% of the current price? No prob. If you can think of a way to express your idea, you can scan for it.
I started out with the predefined/standard scans, but use the advanced ones almost exclusively now. They also have an alert system that can send you emails as events happen, but I haven't messed with that.
