Yahoo site explorer is the best way, make sure you check both wwwdomain and domain only. Remember to click on Entire Site. Even the google webmaster tool will only show what google wants you to see.
I would recommend to try the SELF-SEO page of blogrepreneur.com I actually liked it. I just don't know how accurate it is.
I can suggest you to try Seo Quake software, it's easy to use but using google i think is the best way to check your backlinks
You can try http://link.ezer.com.I like this tool.It shows your backlinks from google,yahoo,msn,altavista and your alexa rank.Even predicts your PR but not exactly the same