Google webmaster tools and Yahoo Site Explorer are the best for your own stuff. For competitive intel, look at some of the other tools, but yahoo site explorer probably has the best public info.
I have compiled a list of many: http://linkbuildingbible.com/2008/03/17/how-to-check-how-many-backlinks-your-site-has/ http://linkbuildingbible.com/2008/03/31/how-to-check-how-many-backlinks-your-site-has-part-2/ Hope those help... also, I have included some tips to checking your backlinks: http://linkbuildingbible.com/2008/04/09/5-tips-for-when-you-check-your-sites-backlinks/