The free version of Wordtracker is very good, considering its cost

. It's provides pretty relevant information and can give you some great long tail keywords. Too bad you're only limited to 100...
The integrated AdWords keyword tool is also great, especially with the new features they have implemented with the past month that give you a better idea of keyword demands.
Those are honestly 2 of the main tools I use for my preliminary research. There really are numerous tools out there, but I've noticed that these 2 really provide the most relevant information for free tools.
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