There are no ETFs, if you want a stock that tracks the price of gold, try ASA or CEF (these are funds that own the metal, as opposed to gold mining companies)
There is such an ETF going through the regulatory hoops right now. No word as of yet when it will be out. But in essence it will make buying/selling and hedging gold as easy as SPY or QQQ (theoretically). Watch Thom Calandra's articles on www.marketwatch.com for potential updates.