You could try alexa but if the site is relatively new it usually doesn't register. Another strategy is link: "yoururl" into yahoo or google and it will come up with links. Someone can correct me if im wrong on the second part.
Which web browser do you use? If its not Firefox, better switch to it. Plenty of open source add-ons to check backlinks realtime. And by backlinks, you need to be more specific. Yahoo links are more reliable as far as SEO is concerned. Google's backlinks not so.
You can use the following to check for back links: http://www.backlinkwatch.com/ http://backlinkchecker.net/en-EN/index.php?p=backlink-checker Code (markup):
Create the account form google webmaster tool and add your site to google webmaster tool, their you will get the exact backlinks got form your site main page and inner pages.