Some tools you will want set up before you do anything else. Don’t worry too much about what they all do. I will get to that later:
FireFox
FireFox, the web browser, is absolutely essential. If you don’t have it on your computer already, you need to install it before you go one step further.
Download it at http://www.mozilla.com/en-US/firefox/firefox.html
The web developer’s toolbar
This is the Swiss Army Knife of SEO tools. It lets you see headings, title tags, etc.. You can also turn off javascript, CSS, meta redirects and such.
Install it in Firefox by visiting https://addons.mozilla.org/en-US/firefox/addon/60/
SEO for FireFox
This is Aaron Wall’s nifty tool. It lets you scan a Google search result and get data on each site like pagerank, links, the last time a page was cached, etc..
You can download it at http://tools.seobook.com/firefox/seo-for-firefox.html
SEOQuake
SEOQuake does for sites what SEO for FireFox does for whole sites. It can show you a ton of data at-a-glance: Incoming links, keyword density, IP address and other geeky goodies.
Download it at http://www.seoquake.com
Google Page Speed
Page Speed gives you instant data regarding site performance and what you can do to speed page load times.
Download it at http://code.google.com/speed/page-speed/