The tools mentioned by Ms Mittens and Horse are great tools (superscan and Nessus). Free is always good......
I have used Eeye Retina scanner and it is good, but you are going to pay for it.
Another tool I have recently reviewed is Qualys. The thing I like about it is that you can take it a step furthur and do external pen tests with it as well as creat a mapping of your network. It costs about the same as Eeye Retina product, but while doing research I ran across this third party review of both products.
These figures are provided by Assetain. This report is 100% independent. This study showed some interesting figures regarding updates and identified vulnerabilities.


Total Number of Vulnerabilities:

Qualys: 3740 eEye Retina: 1733

Total Number of Unique CVE's Covered:

Qualys: 1745 eEye Retina: 918

Vulnerabilities Added between 9/1/04 and 9/28/04:

Qualys: 41 eEye Retina: 12


If you have the budget I would recommend either Eeye or Qualys. GFI Languard was disappointing for me as well and now the network admins just use it to detect patches needed. Hope this helps