I've most used/heard about:
http://www.opensiteexplorer.org/
http://www.majesticseo.com/
http://www.seomoz.org/
What do you use, or prefer?
I find majestic data is generally most comprehensive but that also means it needs a lot of filtering. Having said that, I've played very little with seomoz as I have an unreasonable but very strong aversion to using any tool which outputs 'mozrank' and discusses it as if it were a meaningful measurement so you may want to take an unbiased look at that.
Either way, I've found them somewhat out of date in terms of most recent links, but thats not a surprise.
http://www.linkresearchtools.com
Extensive, but expensive.
Anyone know how long it takes new backlinks to show in seomoz?
Siteexplorer.search.yahoo.com is still live, but who knows how long it will be now that bing is out there. Maybe they'll keep it alive but not update it? Its free and can be useful.