KWFinder

You will see KWFinder appear a few times on this list because it has so many cool features that it really fits into a few different categories, but as far as keyword research (the foundation of market research online) goes it is my absolute favorite. The team that develops this software is continually improving and tweaking it and to date, nothing comes close both in features and price. Heck, the training they provide with the software is worth the price of the software itself. Plus when you click the link above they will let you test drive a fully functioning version for free.