Keyboard Viewer and Character Palette are built into the OS. Easiest way to see them is to turn on the input menu via the International Preference Pane.
Open System Preferences, choose International, then click the Input Menu tab. At the bottom of the window, check "Show input menu in menu bar". Then, from the top of the list, turn on Keyboard Viewer and Character Palette.
The former will be useful most of the time. When you show it via your newly-activated input menu, it shows the keyboard. Press a option, shift, or both, and it shows you what gets typed. Pretty straightforward.
Oh, except accents, but they become simple after a few tries. Hold down option and you'll see some keys get highlighted in orange. Those will give you an accent first, and then if you type a compatible letter, you get it with the accent in question. So option-e, then e, gives you é. It's pretty intuitive, so anything you use often will become second nature after a while, far better than those 4-digit alt codes in Windows.