There are a great many tools out there for those just starting out or those who want to do SEO on their own. Here is a list to get you started.

Spider Similators
See how search engines see your web site

http://www.seochat.com/seo-tools/spider-simulator/

http://www.seomoz.org/tools

Webconfs

Search Engine Results
See how your site looks in search engine result pages (SERPS)

Grit Technologies

Keyword Selector Tools

Google

MSN

SEO Book

Overture (Yahoo!) Keywords

Wordtracker

DigitalPoint

SeoCompany

Self SEO

Search Engine Saturation
MarketLeap

Rankquest
Keyword Density Tool

Pages Indexed
Self SEO