I actually don't use any keyword tools aside from Google Trends, but only rarely do I even use that. I try to talk to many of our target audience members (entrepreneurs) as I can. I attend events, I have phone calls, I sit next to them while working. Generally speaking, I think it's a waste of time to START with keyword tools instead of actual customers. Yes, you can target people in broad swaths and get a high level sense for what's interesting and trending, but at least in the case of our business at NextView Ventures, it's way more powerful to talk to actual "customers" you serve.
Most keyowrd databases consist of a small sample of the overall search universe. This means keyword databases tend to skew more toward commercial terms and the core/head industry terms, with slighlty less coverage of the midtail terms. Many rarely searched for longtail terms are not covered due to database size limitations & lack of commercial data around those terms. Plus if those terms were covered, there would be large sampling errors. Google generates over 2 trillion searches per year and claims 15% of their searches are unique. This means they generate searches for over 300 billion unique keywords each year. The good news about limited tail coverage is it means most any keyword we return data on is a keyword with some commercial value to it. And with Google's Rankbrain algorithm, if you rank well on core industry terms then your pages will often tend to rank well for other related tail keywords.
Depending on your topic / vertical and your geographic location the search engines may have vastly different search volumes. The tool can only possibly offer approximations. Exact search volumes are hard to find due to vanity searches, click bots, rank checkers, and other forms of automated traffic. Exceptionally valuable search terms may show far greater volume than they actually have due to various competitive commercial forces inflating search volumes due to automated search traffic.
As you can see, LongTailPro is pulling data from Google Adwords. WHAT?! So LTP uses a mix of their own massive data (launched in 2011) and data pulled via API from Majestic.com, Moz.com, and Google Adwords (http://adwords.google.com). Once you input your seed keywords, LongTailPro outputs suggested keywords related to your seed keywords, search volume, Adwords suggested bid, Adwords competition, total words, rank value, average keyword competition, language searched, and location searched.
Keyword Researcher is an easy-to-use Keyword Discover Tool. Once activated, it emulates a human using Google Autocomplete, and repeatedly types thousands of queries into Google. Each time a partial phrase is entered, Google tries to predict what it thinks the whole phrase might be. We simply save this prediction. And, as it turns out, when you do this for every letter of the alphabet (A-Z), then you're left with hundreds of great Long Tail keyword phrases.
In a nutshell, Long Tail Pro helps you quickly find keywords in bulk based on a seed keyword that you input. In addition to returning hundreds of related keywords, the tool also shows search volume (monthly search volume), advertiser bid, number of words, rank value, and my favorite Keyword Competitiveness (helps you judge the competition and keyword difficulty).