I know that ranks progress from beginners at high number kyu down to 1 and then up through the dan rankings.
What I'd like to know is who assigns the rankings and whether there is any co-ordination worldwide. How does an American 1 kyu compare with a Korean or Japanese of the same rank? I guess that at the higher levels there is more standardisation.
I play with a couple of friends of mine, and we've progressed from 'really terrible' to 'much better than we used to be' - but it would be interesting to know where we fit in in the big picture.
Any URLs or other info appreciated.

play on online GO servers
play on online GO servers such as KGS or IGS. When you played enough games the server will automatically rank you. KGS rating I heard is around the same as Japanese rating and higher than AGA (american go association).
KGS - kgs.kiseido.com
There is no coordination
There is no coordination world wide. For amatuers, there are only national (China, Japan, Korean, United States, etc.) and regional (European Go Foundation) organizations that provide rankings. Go servers provide international play and rankings, but there is no coordination between go servers.
See http://senseis.xmp.net/?RankWorldwideComparison for an attempt to match some of the various ratings.