SEO -Search Engine Optimization

SEO.com Free DIY Comprehensive Training -As a free member, you'll have an SEO companion to help you learn and apply SEO techniques that will drive more traffic to your site and get you more sales.

Google Webmaster Central -One-stop shop of Website SEO resources that will help with implementing best practices.

Microsoft adCenter Labs -Comprehensive Tool Listing. Audience Intelligence Tools. Demographics Prediction 

Keyword Research

Google Keyword Tool -Use the Keyword Tool to get new keyword ideas by entering a few descriptive words or phrases, or type in your website's URL.

Wordtracker -Free keyword suggestion tool for SEO, Adwords & blogging. Now  combined with Google Trends!

Online Marketing Research

Yahoo Site Explorer -get a completly unaltered list of a site's backlinks

Website Traffic Estimates, Analytics, Statistics - TrafficEstimate.com
Use the TrafficEstimate.com Website Traffic Estimator Tool to estimate traffic to your website and your competitors sites.