I use these tools SEO quake Google Analytics Google Adwords Keyword Tool Yahoo! Webmaster SEOBook.com toolbar Best Regards
For keyword research: Market Samurai, Google External Keyword tool, and Wordstream among others. Google Analytics and SEO Elite (tho it has a clunky interface!)
I like seoquake on firefox , gives me all I need to know about my sites in small info bar at the top of the screen
I use googles webmaster tools, statcounter for monitoring traffic and a couple of firefox add ons. They serve me just right
SEO Admistrator (Desktop / Paid ) - Use to check backlink and site ranking specific. http://www.seopenalty.com (Website / Free) - Use to check site penalty. It seems accurately for me somehow. http://link.ezer.com (Website / Free) - Check link and site information. They have collect your site history so it's good if you want to see some trends such as indexed pages, link popularity http://checkpageranking.com (Website / Free) - Use to check domain age, link popularity and valid PR. Most of the time this tool usually show latest Google backlink update prior than other tools on the net. http://www.seologs.com/dc-link-popularity.html (Website / Free) - This tool is good to see your site link popularity across many Google DCs at the same time.
Google Keywords Tool Google Insight Google Analytics Google Webmaster Google Trend Others: Google Reader Google Alert