Hey is there a change-log anywhere that we can see what the latest version number is and what the update includes? Or is the only way to download the version and see?
I'm sure I'm missing something obvious
Actually, it's quite possible you aren't missing anything. To me knowledge, this post by the dev is still pretty accurate when it comes to changelog. This also means that you can expect version number at most to be mentioned in news (unless, presumably, you use stuff like desura) - otherwise you have to load the game on your own to check what's the current build.
Unfortunately, I haven't yet created a page where all the builds and changes are listed in a digest format.
However, I always use the same post title when announcing new builds, so you can usually look for "New Beta and Demo Builds" in the news to see the latest info.
This post lists the latest changes and version number (v0.966):
Alternately, I limit my news posts on Desura to new builds only, so that might be an easier read:
...at least, until I get my act together and make a changelog page :)
Dan Fedor - Founder, Blue Bottle Games