The reason I sometimes use this facility with the GKP is to find volume amounts for the keywords I’ve chosen. But, these days, it’s not so important. As long as the Long Tail Keyword makes sense and is something I would put into a search engine, then it’s good enough. Sometimes the most blazingly obvious keywords are often over looked by eager, trying-to-be-clever marketers. Sometimes you need a tool to highlight them.
3) KWFinder is one of the "newer" kids on the block, but it's probably just about the easiest way I have found to find new long-tail keywords quickly. A couple of things I like about this tool is that it allows me to create lists of keywords. So I can group up my different sites by lists and revisit them at a later date. I can export the data to CSV and start building out campaigns. It also keeps a nice scrolling list of the last 20+ keywords you have looked up. The SEO difficulty indicator comes in very handy as well! As far as ease of use goes, KWFinder wins hands down.
Long Tail Pro is a keyword research tool that helps you quickly find low competition keywords for your website.  In particular, the tool is built for people doing SEO (search engine optimization) as opposed to people doing paid ads (Google Adwords PPC).  I'm sure there are some advertisers that use the tool for paid ad keyword research, but the tool was built for SEO keyword research.