There are many tools both online and available for download that make life a bit easier with Search Engine Optmization. Below I've singled out 5 of those tools, but I have a full list in the Tools section of the Web Directory.   

Google's Toolbar (for PR purposes)

In order to use the PR extension, you must first install Google's Toolbar. You can get that at http://toolbar.google.com/googlebar.html ;both Internet Explorer and Firefox versions.

To download the PR extension, for mozilla Firefox get it from http://www.tapouillo.com/firefox_extension/ 

Good Keywords Tool

http://www.goodkeywords.com/

This is a tool I use myself. You type in a keyword, and the engine researches keyword phrases involving that word, and gives you the results. It uses different Search Engines including Overture.  

Keyword  Analysis Tool

http://www.webmaster-toolkit.com/keyword-analysis-tool.shtml

This tool is great for making sure a PPC program like Adsense is picking up the content of the page like how you want it. You type in a URL and it gives the frequency of all the words in that particular page

How many pages are there indexed?

http://www.marketleap.com/siteindex/default.htm

Great tool for finding out how pages you have indexed in Google, HotoBOt, MSN and Yahoo.

Dead Link checker

http://www.dead-links.com/

Tests all links right throughout your website and reports any dead links sitewide.