On top of that, the Improved Grab ability that most monsters possess specifies that:
"deals normal damage and attempts to start a grapple as a feww action without provoking an AoO. No initial touch attack is required".
Thus, you NEVER get an AoO against a creature with improved grab - unless the monster's ability differs from the standard Improved Grab ability.
I could envision a feat which ALLOWS you to take an attack of opportunity against a grapple attempt, regardless of whether or not the creature in question usually gets one without provoking an AoO.
For Example:
Wrestler [General, Fighter]
Prerequisites: Combat Expertise, BAB +4
Benefit: Whenever an opponent attempts to start a grapple with you, the attempt always provokes an AoO from you, even if the opponent has an ability which allows them to attempt a grapple without provoking an attack of opportuniy, such as Improved Grab. You are allowed to take this AoO even if you do not currently threaten the opponent, as long as the opponent is attempting the grapple with natural weapons. The opponent does not provoke an AoO if attempting a grapple with a tool, such as a net, or garrot attack. This represents your ability to hack at the opponents tentacles, claws, or other limbs as they try to snake around you. You also gain a +2 competence bonus when attempting to break free of any grapple.
Normal: Creatures with Improved Grab or other abilities normally do not provoke attacks of opportunity, and you may not take attacks of opportunity against creatures you do not threaten, even if they perform an action that would provoke one otherwise.