Our code review tool, Code Collaborator, has built-in support for external file diff tools. We put that feature in because we realize not everyone wants to use our diff tool.
In the toolbar at the top of our diff window, it's easy to spot the button that will open up the external diff viewer:
That will open up the versions of the current file in your external diff viewer.
But what if you want to look at all of the files in a review in the external diff viewer? Code Collaborator supports that as well, but the user interface is a bit more subtle (perhaps too subtle).
In the Review Summary screen the Review Materials section has an icon next to each change list description:
Clicking that icon will download the contents of the change list and then open your external diff viewer. An example of the end result is shown in SourceGear's DiffMerge: