To achieve (at least some of) your goals, I would recommend the Variant Effect Predictor (VEP). It is a flexible tool that provides several types of annotations on an input .vcf file. I agree that ExAC is the de facto gold standard catalog for human genetic variation in coding regions. To see the frequency distribution of variants by global subpopulation make sure "ExAC allele frequencies" is checked in addition to the 1000 genomes.
Output in the web-browser:
If you download the annotated .vcf, frequencies will be in the
##INFO=<ID=CSQ,Number=.,Type=String,Description="Consequence annotations from Ensembl VEP. Format: Allele|Consequence|IMPACT|SYMBOL|Gene|Feature_type|Feature|BIOTYPE|EXON|INTRON|HGVSc|HGVSp|cDNA_position|CDS_position|Protein_position|Amino_acids|Codons|Existing_variation|DISTANCE|STRAND|FLAGS|SYMBOL_SOURCE|HGNC_ID|TSL|SIFT|PolyPhen|AF|AFR_AF|AMR_AF|EAS_AF|EUR_AF|SAS_AF|AA_AF|EA_AF|ExAC_AF|ExAC_Adj_AF|ExAC_AFR_AF|ExAC_AMR_AF|ExAC_EAS_AF|ExAC_FIN_AF|ExAC_NFE_AF|ExAC_OTH_AF|ExAC_SAS_AF|CLIN_SIG|SOMATIC|PHENO|MOTIF_NAME|MOTIF_POS|HIGH_INF_POS|MOTIF_SCORE_CHANGE
The previously mentioned Annovar can also annotate with ExAC allele frequencies. Finally, should mention the newest whole-genome resource, gnomAD.