SEO Tools
Overture Search Suggestion Tool
One of the most popular search tools that I use is the Overture search suggestion tool at http://inventory.overture.com/d/searchinventory/suggestion/ This basically allows you to see how often certain keywords are searched for.
Overture View Bids Tool
This tool at http://uv.bidtool.overture.com/d/search/tools/bidtool/ allows you to see how much people pay for certain keywords.
WordTracker
Wordtracker.com is a pay service, but they do offer free lists of the top 300 or so searched for keywords.
SEO Book
SeoBook.com is a very informative free blog, and the ebook is certainly worth buying.
Google Toolbar
toolbar.google.com with the advanced features enabled is a must to check the google pagerank for websites.
Alexa
Alexa.com allows you to check the rank of a website based on users who have the alexa toolbar installed.