Well if the site is yours then you can use webmaster tools like Google Webmaster tool, Yahoo site explorer or bing webmaster tool, except that you can use seotoolbag.com and backlinkwatch.com for checking backlinks.
Basically there is a option available in the Google Toolbar to check the back ward links of the websites.
you can use "back link watch . com" but i am not sure this tool will showing perfect rank. Rank checker is good tool, but you need Mozilla.
A good tool if you are willing to pay for it is, link assistant type link assistant into google. Rank Checker is an amazing tool to check rankings on the fly.
I agree with psharma, Google Webmaster tools, Yahoo Backlinks and Bing webmaster tools will tell you all you need to know.