Yes their is PM me and ill help out but just do not wan't my secrets out. You can use black, white and grey hat tactics to spy on your comp. : ) muhuaa
You can check out SEO Profiler.. It gives a complete list of places from where you competitors are getting backlinks.
I believe you can do that on SpyFu, I know you can atleast see which search terms they're getting traffic for.
Thomas is right, you can use SEM rush. Although there is SEM rush, there is some paid ones like "Market Samurai" which is pretty good too. Market Samurai does all this one in spot. They have a money back guarantee, for 60 days. List: 1) Market Samurai (Paid $150 1 time payment w. 60 day money back guarantee) 2) SEO Quake 3) SEO Book Hope this helps!!
No such thing unless you competitor wants to show his Analytic.. But that's not very likely.. The best you can do is look over the pages that link to him to see where he is getting links.. But whether those links drive traffic or not is another issue entirely..
Yes, there having some tools like seo moz, market samurai and spyfu as well. Better way to check back links your competitor website.