TLDeals.com lists every single domain extension, alone with the three cheapest prices. No more hunting around to 12 different registrars to find the cheapest .com, .de, .info or .tv! The site is brand new but already lists over 1,200 prices for 390 different TLD extensions. It's the ultimate domain price comparison site! I saved a bunch of money using it just this weekend http://www.namecatch.com/ lets you search every expiring domain and every auction to find the gems. I've used it to search for domains to bid on and it's saved me a lot of time. http://who.is is my favorite whois search tool http://whoisrequest.com/ is a new free whois site and has a lot of features that the paid tools have.
I like http://tldavailability.com (it lists all major and all ccTLDs and which ones are available or not for a searched keyword)
I would like to add namebio dot com to see previous sale prices based on keywords and backlinkwatch dot com to check backlinks to a domain.
Take a look at http://domainrail.com/demo/ for expired domains. Database is updated daily( sorry for self promotion )
http://whoisrequest.com is the best tool I've ever seen for a long time. It's like free domaintools.com, you should try it!
I've posted links to RegistrarOwl.com on a few threads dealing with registrar volume, pricing, etc. It is a very cool site for easily researching registrar data. http://www.registrarowl.com Oh yeah, be careful with who.is. Many people use that site, but they cache records (sometimes for a long time), so you ca'nt always trust that what you are seeing is current/accurate.
I just found www.protrada.com. Seems like an intelligent interface for domain valuations and other related services.