My list of free tools that are useful in niche marketing and search engine optimisation.

PageRank (PR)

PageRank Search - This tool privides PR toolbar bellow every search result. You can also see META data inbound links, analyze links. Very useful.
PageRank Lookup - With this tool you can enter a list of URLs and it will return the PageRank value for each one.
Future PageRank - This tool attempts to determine a future Google PageRank value of a particular site.
Check Yahoo Web Rank - Allows you to check the Yahoo WebRank of up to 5 URLs at a time.

Keywords
Keyword difficulty tool - The keyword difficulty tool is used to analyze the competitive landscape of a particular search term or phrase, this tool issues a percentage score and provides a detailed analysis of the top ranking sites at Google and Yahoo. (You must register but it’s worth it)
Keyword selector tool - Number of monthly searches on overture
Keyword Suggestions tool - Compares number of searches per day on worldtracker and overture
Keyword Playground - This tools help you determine key phrases and report on its monthly search estimate.
Keyword Density Analyzer - Keyword density is important since search engines use this information to determine the theme of your website, the perfect keyword density will help archive higher search engine positions.
NicheBot - Nubmer of searches, pages on the net,.. Quite useful.
Links
Yahoo! Site Explorer - View the most popular pages from any site, dive into a comprehensive site map, and find pages that link to that site or any page.
MSN search - Msn search adds new content from your pages very quick. Usefull to see who’s linking to your site.
Plugins
SearchStatus Plugin - Displays PR of site you are viewing and alexa rank.
Adsense Preview Plugin - See adsense ads on a site.

Domains
Keyword-Roch Domain Suggestion tool - Having a KEYWORD-RICH domain name is an important factor of Search Engine Optimization. This tools will suggest keyword rich domain names.
Domain age tool - This tools displays the approximate age of a website on the Internet and allows you to view how the website looked when it first started. It also helps you find out the age of your competitor’s domains, older domains may get a slight edge in Search Engine Rankings.
Domain Stats Tool - This tool helps you get all kinds of statistics of your competitor’s domains. The statistics include Yahoo WebRank, Pages Indexed by various Searcb Engines, Backlink count, Alexa Taffic Rank, and Age of the domains.
DomainDossier - IP to host, host to ip, traceroute, whois zone file. Checks FTP, HTTP, MAIL servers. Hot Tool!
Search engines
Search engine crawler simulator -  The Crawler Simulator checks if your site can be spiderable by the Search Engines. It helps you view your website with the eyes of a Search Engine.
Dogpile - All the best search engines pilled into one.
Anvanced Google Search - Enter domain/keyword and do different Google searches like site etc.