Can't go wrong with the Google Keyword tool, SEMRush and Google Trends. The Keyword tool for volume estimates, SEMRush to see what keywords competitors are ranking for/targeting, and Google Trends to make sure the traffic is actually coming from countries I'm trying to target. Gives a relatively accurate picture of when to expect traffic spikes and seasonality insight.
Wordtracker is another service that requires an annual subscription to utilize all of its features. Their database is made up of 330 million search terms, collected from the major metacrawlers, Dogpile and Metacrawler, and is updated weekly. The search data they show is a record of the number of times the exact keyword or phrase has been searched in the United States over the last 365 days. As in the case of Keyword Discovery, this difference in default keyword matching type causes Wordtracker to display search volumes significantly lower than what Google’s tools show.

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.