Web Analytics Tools
The book, Understanding User - Web Interactions Via Web Analytics, provides a checklist for choosing a Web Analytics tool, as I did not want to provide a list that might rather quickly go out of date. However, it is nice to know the major players in the area.
Certainly Google Analytics is a top choice, as is Web Trends and Yahoo! Analytics.
Here is a good list, 10 Web Analytics Tools For Tracking Your Visitors, that provides ten Web Analytics tools, along with comments and other suggestions from the community.
Here is an even more in-depth list, with some nice pictures, Analytics Toolbox: 50+ More Ways to Track Website Traffic, from mashable.
SEO Tools - Here is a really interesting video that presents a suite of SEO (and SEM) tools from a variety of sources, SEO Tools & Resources to Help You Kick Ass!
Three primary tools that every SEO worth her salt should be using: Great overview of three good tools for link analysis! Worthy Alternatives To The Useless SEO Data Provided By Search Engines
Here is a good article that addresses using Google Keyword tools, Keyword Research with Google Only: No Other Tools Needed