Alexa is good to see a basic overview of how much traffic and keywords for a site. As already mentioned above you may want to take a look at Traffic Travis or Market Samurai. They do a little more than just analysing sites, but will definitely do what you want.
for search backlink there is 3 good tools web : ahrefs (the best one) majestic seo (very good one) windows software : seo spylink from link assistant forget the rest ... they are far less pertinent and will less feature
These are really great tools, but one can also make use of Open Site Explorer as it is also one of the best competition analyses tools.
well, there are thousands of tools available but you could always use moz analytics, ahrefs, amjestic seo !!
Apart from above sites don forget to use www.quicksprout.com You can compare three competitors websites here
I personally use Majestic SEO, not familiar with the others that people are talking about. But Majestic has yet to steer me wrong =)