I recently bought Long Tail Pro – a keyword tool that can find keywords and have a nice competition analysis using SEOMoz data.
In principle it is very nice, and according to the demo it is faster than Market Samurai. However, here it didn't work nearly as well as it should.
First of all, it asks for your e-mail and authorization key. That is OK – the first time. And then it continues asking, every time. Annoying, but certainly not fatal.
Then there is the keyword system, which simply didn't work here at all. It tried to get the keywords and never returned any result.
Competition analysis has some great data. My problem is that it worked a couple of times, and then simply stopped working. No error messages, nothing. Sometimes I'd press the button to start it, and eventually the button would be clickable again, with no results and no feedback.
There is also rank tracking, but frankly, I had very little interest there – it is easily the most common function (personally, I use Rank Tracker).
I'd like to note that after all these problems on a program I just bought, I just gave up. I didn't spend time pursuing the causes with support, because at this point I didn't think it'd be worth it. I just requested a refund, which was granted fairly quickly (about a couple of hours).
So if you believe my problems are rare or uncommon, well, at least you can probably feel safe about getting your refund.
My recommendation is still for SEO PowerSuite's Rank Tracker .
There are also a ton of web services that do this. BiQ, SEMRush, etc.