Here is the first tool I have been testing and have been using consistently:

Back Link Watch
What it does: It crawls the web and finds out how many back-links you have.
If you are building links or someone is doing for you, you can monitor the progress on your own.

Keyword Research: Find popular keywords and see what others are using.
Google Adwords keyword tool and Google Trends

Current Keyword position: WMTips
(has plugins for FireFox and Chrome)

I am testing each tool before I post it.

I want to provide good tools for you to use on your own.