Insider trades have to be reported to the U.S. Securities and Exchange Commission at least annually, and monthly if they are sizable. They are duly reported in Barron's magazine and the Wall Street Journal, but you can get them quicker on the Internet:
Yahoo! has a finance section that tracks buying and selling for many, but not all, companies: www.yahoo.com
EDGAR Online carries all filings and allows you to search them more thoroughly: www.edgar-online.com (Disclosure: I'm a writer for EDGAR Online.)
insiderSCORES grades insider trades based on whether past ones have signaled a move in their companies' stocks: www.insiderscores.com
