I used only Google Adword and Google Extended searches for keyword research. And i think it's a wonderful tool and i never feel to go anywhere for keyword research.
According to me Google Adword is best for me ..and now a days wordtracker.com also best for keyword research.
I also use SEOMoz the 30 day trial version and it seems very nice and professional, but the thing I don' t like is that requires too much interaction from your side (you have to keep delivering some data), instead of just put your address in the input field and wait. Also it' s very expensive, but on the other SEOMoz is a brand...
If you are looking for keywords that your competitors are using and also if you want to find the places where they used those keywords in html, you can try with tutor.rs tool.
Lots of love for wordtracker. What exactly are you missing if you use Google Adwords over Word Tracker? What are the features of Word Tracker that makes it that much more useful than Google Adword?