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There are quite a lot of SEO tools, but the best is to collect data working over some of them & not depending on just one.
Some tools are relly useful for SEO daa collection.

1> Analyze Backlinks - You need to put in your domain and hit the search. It gets you almost all necessary info for your links except for the PageRank. You can see the URL, anchor text, total number of outbound links on that page, total links to that page, Title of the page.

2> Smart PageRank - It's good tool that shows Anchor Text, Page Rank and also if a link is no follow.

3> Link Checker - There’s a new SEO tool in town. Nothing new here but a reliable one with no ad issues.This backlink tool will show all your site backlinks with the following details.Homepage Page Rank, Links count, Nofollow or not, and Anchor text.It also tells you if the backlink is healthy or not with colors.(scroll to the page bottom).

Apart from this Google Webmaster Central is quite useful. SEOMoz also offers one but that's for premium members. SEO tools will always be helpful & a paid SEO tools package I believe will really work in the markets if done properly.