Our sun does rotate around the center of the galaxy which does contain a supermassive black hole of around 2 million solar masses. Pictures from the Spitzer space probe are on the web showing stars rotating around an invisible spot, which must be the black hole.
Our galaxy is gravitationally bound up in the Local Cluster, or Local Group, a collection of about 30 galaxies. The center of gravity for this group is somewhere between the Milky Way and Andromeda, the next nearest galaxy. The Local Cluster is also part of a larger supercluster, called the Virgo supercluster, which consist of about 100 groups and clusters, with Virgo cluster being the largest. The diameter of the Local Supercluster is about 200 million lightyears.
The observable universe is about 46.5 gillion lightyears in radius, so if there is anything beyond it, we cannot see it due to the fact of cosmic inflation, where the universe in its beginning grew at a rate faster than the speed of light (at least according to the theory) so anything beyond that point would always be outside our vision, no matter how powerful our telescopes become. Since we can't see it, the gravity of any object that far out would have no effect on us either.