So which tool should you use? The simple answer is ALL of them!! If the data from several tools suggests that a keyword may be a good keyword to target, than you should feel fairly confident that it is. If your results appear to be contradicting one another for a particular keyword, then you may want to be hesitant in including that keyword in your selection. SEO professionals should never rely on one resource for research. No one tool is going to be 100% accurate and you stand the best chance at making the correct strategic decisions by using a variety of sources.
Google's AdWords Keyword Planner tool is another common starting point for SEO keyword research. It not only suggests keywords and provides estimated search volume, but also predicts the cost of running paid campaigns for these terms. To determine volume for a particular keyword, be sure to set the Match Type to [Exact] and look under Local Monthly Searches. Remember that these represent total searches. Depending on your ranking and click-through rate, the actual number of visitors you achieve for these keywords will usually be much lower.

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.