I have used a few things in the past but Search Status is all I use at the moment - it has Alexa and Google's PageRank as well as a handy tool to highlight nofollow links. It also doesn't slow down my browser like the Alexa or Google toolbars do.
I too use SearchStatus. It's just an add-on for FireFox that tells you the basics like Alexa Rank, PageRank, no-follow links, and that stuff.
The best SEO tool by far. Give's me all the info I need(minus do-follow). Still relying on dirty SEO Quake for that one...