Here is a list of some of the tools well worth paying for. But keep in mind that even automated tools are sometimes wrong and there are many exceptions in the SEO world.
Metrics & Analytics SEO Tools
Raven SEO Tools - has a very good back-link analyzer, do keyword research and you can generate custom SEO reports for clients
Omniture - best online marketing metrics and analytics tracked
SEOmoz Labs - if you are looking to learn more about SEO from a strong community this is the place to do so
Content SEO Tools
Duplicate Content Checker - checks your website for duplicate content and determines the pages that have duplicate content
Link SEO tools
Juicy Link Finder - finds links with an authoritative value for keywords chosen
Majestic SEO - a tool that shows you the most valuable information link wise
Local Targeted SEO Tools
Local Rank - check out your competitors keywords and determine where conversions are coming from for local targeted keywords
PPC SEO Tools
Keyword Spy - monitors site spending for adwords campaigns for your competitors, offers keyword and ad copy combination and creates a list of the best keywords you should be bidding on
Domain Name SEO tools
SEDO - find aged or valuable domain names that you can purchase for SEO purposes
Technical SEO Tools
Crawl Test - crawls your website and lets you know why pages are not crawled
Competitive SEO Tools
Site Strength Indicator - provides insights on your SEO on-page elements and gives your competitive reports comparing sites
