Alexa: Demographic and statistical information of web sites.
Bing Webmaster Tools: Tool Box to improve your site’s performance in search. Get access to free reports, tools and resources.
Compete: Analyze your online competition.
Cubestat: Information and statistics on web sites, including PageRank, domain information, number of page views and Alexa ranking.
Google Insights: Detailed statistics on Google searches.
Google Keyword Tool: Google’s keyword research tool.
Google Trends: Google search trends.
Google Search Console (Former Google webmaster tools): Among the many features offered is the ability to submit web sites, sitemaps and establish a preferred location targeting domain, as well as data on the most common searches, external links, optimization tips and troubleshooting.
Keyword Discovery: Keyword suggestion tool.
LinkDiagnosis: Firefox extension for backlinks analysis.
Ninjaoutreach Lite: from the makers of NinjaOutreach, this free Chrome extension adds powerful prospecting and outreach capabilities to your web browser on the fly. This can help you with Advanced Data Mining, RSS Feed, and Demographic and Analytics Information.
Open Site Explorer: Online tool for analysis of incoming links, competition and web popularity.
SEOquake: Firefox add-on that provides information on the most important SEO parameters, such as Alexa ranking, Page Rank, Compete ranking and statistics on social bookmarking.
SEO PowerSuite: All SEO tools in one pack: Link, Ranks, One Page SEO and Social SEO. One of the most complete set of effective SEO software.
Wordtracker: Keyword research tool.
XML Sitemaps: Free online sitemap file generator.