One of the best tools about is Majestic I believe, great tool and gives you alot of in depth information. I work for a company called 'Essential Marketer' in the UK and we are currently writing our own software that will give you a great competitor analysis tool that can be used, if anyone wants any information drop me a message.
Just type Backlink checker tool in Google. It will open a window asking for URL. Just enter our compititor url in that check box,then it will give you the all backlinks from our compititor site.This is one of the way.
There are so many tools and websites from where you can get the information and the best for you will be to use the SEOMOZ. It will give you all the back link details.
Hey, I use http://www.backlinkwatch.com or i use to write in Google backlink:competitor url paste here (e.g-- backlink:http://www.abc.com)