I think people's aresenal of keyword research tools are mostly the same: 1) You need a tool to examine search volume, most likely Google Keyword Planner 2) A tool to help you generate more keyword ideas. Tools that work with the search engines' autosuggestions are very popular such as KeywordTool.io and Ubersuggest 3) Then people might add a tool broaden the depth of their data, maybe including something like Google Trends or Moz's Keyword Difficulty tool.
Joost developed his own keyword research tool to come up with keywords as well! Yoast Suggests uses the Google Suggest functionality you know from searching in Google. It finds the keyword expansions Google gives and then requests more of them. So if you type ‘example‘, it’ll also give you the expansions for ‘example a…’ till ‘example z…’ etc. Just go on and try it and fill out some of your potential keywords. It’s a great way to quickly find more long tail keywords you can focus on.
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.