Yes alexa was best they are making it harder day by day to use their services in free , I think ahrefs.com is best one As their spiders can detect backlinks rapidly !
Forgot to mention a cool little Social Media Analyzer called CoolSocial i found out about a few months ago, i wrote a blog post about it here. It helps you check the amounts of likes, tweets and followers your website have, pretty nice imo.
Google webmaster tools doesn't show all the backlinks that google indexed. I know that much because after a reconsideration request (done after cleaning the link profile shown in pretty much all the above mentioned tools (Opensiteexplorer, MajestiSEO, and CognitiveSEO - paid versions)), Google showed us a couple backlinks they had problems with that were shown nowhere else. That aside, each tool has its advantages: CognitiveSEO: Good for dealing with Panda because it recognizes contextual, footer, sidebar, directory links. This way you don't have to check each backlink manually. This helps a lot when you are auditing a website with over 5M backlinks. Downside it that its index is quite small when compared to the other tools. MajesticSEO: Huge index (Opensiteexplorer showed around 500k backlinks for a site we were analysing. Majestic showed more than 2 MILLION backlinks), shows deleted backlinks but still not accurate enough as it shows backlinks that are already dead. But, if you want to dig really deep then this is you friend. Good to spot Penguins too. Ahrefs: Very good for analyzing linkprofiles and spotting penalities. Almost as good as MajesticSeo at spotting linking domains but quite far from indexing the same amount of backlinks. I like the interface. OpensiteExplorer: I find it fetches the most important backlinks but not as much as I would like it to. It usually fetches around 50% of what MajesticSEO does. Still, I find its metrics for link strength very accurate. Conclusion: If you want to spot negative SEO being done to your website, the use MajesticSEO (+ CognitiveSEO if you can afford it). That's how I would do it. But, again I might be biased by it being the tool I use the most among all the ones listed above. Hope this helps.
I would recommend ahrefs.com. but you could also use open site explorer (OSE) or Majestic SEO to Look for spam back links to your site.
I recently discovered WebMeUp Backlink Tool and it works fine for me. The app fetches backlink data from the largest growing backlink index on the Web and lets you analyze each found backlink against various SEO factors. The sweetest point about it is that WebMeUp is 100% free. You just need to sign up on the company's official website.