1. The tool on this site 2. Overture Inventory tool 3. AdWords external keyword tool 4. Google Trends
You can try using the following tools : Keyword Information Tool Keyword Suggestion Tool Keyword Density Tool Spider MySite Keyword research is important but ensure that you do not spam your website with keywords, Google has been penalizing websites all this while.
I believed frankcow is mentioning the names. Do a Google search of the names and you can find them out there. Overture belongs to Yahoo!. Adword external tool is a research tool by Google and so is Google Trend
The above mentioned free tools are pretty good. For paid tools, you can consider WordTracker, WordZe and Keyword Elite.
I personally do subscribe to WordTracker because they provide a more detailed analysis compared to free tools. But if you do not intend to have a high SEO budget, it is normal and ok to use online free tools.