Search Analytics can be found under the 'Search Traffic' section and provides details of the keywords that drove clicks to your website, based on data for up to the last 90 days. The difference with Google's version is that you can filter the data to put extra context around the keywords, such as filtering by country to see keyword popularity based on country, which can be useful when carrying out keyword research for websites that service more than one country.
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.
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