Web Analytics
1. Google Analytics – http://www.google.com/analytics
2. Piwik – http://www.piwik.com
3. 4Q – http://4q.iperceptions.com/
4. ClickTale (Free Link) – http://www.clicktale.com/signup?p=90&ct=t%28Free%29

Search Engine
1. Google Adwords Keyword Tool – https://adwords.google.com/select/KeywordToolExternal
2. SEOMOZ has set of Free tools – http://www.seomoz.org/tools
3. Google Webmaster Central – http://www.google.com/webmasters/tools/
4. Bing Webmaster Center – http://www.bing.com/toolbox/webmasters/
5. Google Trends – http://www.google.com/trends
6. Google Insight for Search – http://www.google.com/insights/search/#
7. Facebook Lexicon – http://www.facebook.com/lexicon/

Blog Search Tools
1. Technorati Search – http://technorati.com/search
2. Technorati Advanced – http://technorati.com/search?advanced
3. Google Blog Search – http://blogsearch.google.com/
4. IceRocket – http://www.icerocket.com/
5. BlogPulse – http://www.blogpulse.com/

Social Media
1. WildFire Monitor – http://monitor.wildfireapp.com/
2. HowSociable? – http://www.howsociable.com/
3. Addict-o-matic – http://addictomatic.com/
4. Socialmention – http://www.socialmention.com/

Competitive Analysis
Alexa – http://www.alexa.com/siteinfo
Compete – http://www.compete.com/
Quantcast – http://www.quantcast.com/
Google Trends for Websites – http://trends.google.com/websites
Google Ad Planner – http://www.google.com/adplanner

Social Bookmarking
Digg – http://digg.com/
StumbleUpon – http://www.stumbleupon.com/
Delicious – http://www.delicious.com/

Feed Aggregator
FeedBurner – http://feedburner.google.com/
Yahoo Pipes – http://pipes.yahoo.com/pipes/

URL cruncher
goo.gl/ – http://goo.gl/
Bit.ly – http://bit.ly/

Please feel free to suggest a few more to me in any category that i may have missed out.