1. AdWords Keyword Planner - It's still the standard, although Google keeps making changes that just aren't helpful. I get that they want us to treat closely-related keywords in such a way that we're not creating multiple pages when we should just have one, but I'd appreciate it if they'd still break down the volume for each keyword that makes up a group (or at least list the keywords they're clumping together into a group).
Long Tail Pro is a keyword research tool that helps you quickly find low competition keywords for your website. In particular, the tool is built for people doing SEO (search engine optimization) as opposed to people doing paid ads (Google Adwords PPC). I'm sure there are some advertisers that use the tool for paid ad keyword research, but the tool was built for SEO keyword research.