Analytics/Reporting

• Google Analytics - Free analytics program from Google. Does a decent job for being free.
• SEOMeter - Neat little tool to keep track of your Google crawl cycle (See also: SEOMeter Review)

Site Analysis

• Keyword Density - Checks the occurance and density of terms for a page
• Spider Viewer - Gives a result of what a search engine might see when crawling a given page
• Xenu Broken Link Checker - It umm...checks for broken links
• Rank Checker - Checks rank from DigitalPoint
• Link Diagnosis - A link analysis tool that examines and provides information on links pointing to your site, the anchor text, PageRank and external and internal links.

Keyword Research Tools

• SEO Book Keyword Research - Aaron Wall's own free keyword research tool

Information Generators

• XML Sitemap Creator - Creates the XML sitemap for use with the major search engines.