A truck shop or even a good plumbing shop should have "Bulkhead Fittings", that are like a pipe coupler with nut threads on the outside. I've used them before in boxes and plates with conduit holes with pretty good success - as far as making a nice covered one, though, you might have to dream something up - like an electrical switchbox, or something of the sort. I'd go wander around in Home Depot for ideas.
On the shop at work, we just have the couplers run through the wall on black pipe, fastened really solid with conduit clamps on the inside, and then 45'd down on the exterior side to keep the junk drained out of the coupler. Most of the couplers are well over 10 years old, and most of them still seal up really tight.
