Keyword Research Tools:
Google: https://adwords.google.com/select/KeywordToolExternal
Yahoo: Gone (old overture tool is gone)
MSN: http://adlab.msn.com/Keyword-Research.aspx
Wordtracker: http://www.wordtracker.com/
Keyword Discovery: http://www.keyworddiscovery.com
Submit Express: http://www.submitexpress.com/keytracker.php

Paid Search Keyword Tools:
Google: https://adwords.google.com/select/KeywordToolExternal
7Search: http://conversion.7search.com/scripts/advertisertools/keywordsuggestion.aspx
Miva: https://account.uk.miva.com/advertiser/Account/Popups/KeywordGenBox.asp

Keyword List Generators and Misc:
Google: https://adwords.google.com/select/KeywordToolExternal
SEOBook.com: http://tools.seobook.com/keyword-list/generator.php
RustyBrick.com: http://www.rustybrick.com/keyword-phrase-tool.php
For Local keywords: http://5minutesite.com/local_keywords.php
Google Sets: http://labs.google.com/sets
Tag Clouds and keyword definitions: http://searchradar.webaroo.com/
Related Terms: http://www.kwmap.net/
Related Terms: http://www.urbandictionary.com/

Keyword Aggregators:
SEOBook: http://tools.seobook.com/keyword-tools/seobook/