Some of the tools and software I use are: Google Adwords keyword tool for keyword research Rank Tracker by Link-Assistant for rank monitoring and reports SEO SpyGlass for backlink research - this one's awsome some webconfs.com tools from time to time
I just use it to check rankings. When you're targeting thousands of keywords, you can't keep track of your rankings (and your progress) if you don't use any SEO tools. Either you go for free or paid tools, that's up to you and your specific needs.
Is that kinda od one for all seo software, like the automatic link building thing? I don't think google gonna happy about that!