Not everyone has the same motivations when they're doing Keyword Research. So it makes sense that some tools are going to have better outcomes for different tasks depending on what kind of user the software maker had in mind when the tool was designed. 

Search Engine Optimizers do research to refine what words they should focus on so their pages rank well in organic search results (free search engines). They want to know things such as the most popular keywords in their niche, and whether people search using plural or singular - recipe or recipes.

Niche Miners try to discover products that have a good demand but are not well catered for. They like to sort through large numbers of keywords to locate these kinds of opportunities. Once they have identified an opportunity they either get a product or products of their own to sell, or promote other people's products as an affiliate.

Pay Per Click (PPC) advertisers are looking for cheap keywords to bid on to send their website inexpensive traffic. They attempt to locate overlooked, yet relevant keywords to bid on using PPC search engines such as Overture (Yahoo! Search Marketing) and Google AdWords.

AdSense publishers are on the flipside. They're looking for expensive keywords. They monetize their website traffic by displaying advertisements using the Google AdSense program. This program allows you to place code on your website that displays ads that are related to the content on your pages. For example, a page on digital cameras will display ads related to digital cameras.

If you're an AdSense publisher, you want to find topics that are paying the highest amounts. These amounts are determined by what people are willing to pay on Google AdWords. For example if you have a website on digital cameras you will want to find out the topics that are paying the most so you can cover them on your website. For example, people are paying 56 cents for the keyword phrase “choose digital camera”, but they are paying ten times that amount ($5.39) for the keyword phrase “smallest digital camera”.

Another example would be if you had a website on timeshare. You would be wise to create a page targeted at the keyword phrase “sell a timeshare” which people are paying $23.81 instead of “time share resale” which goes for $6.33. You can see these small differences can make a huge impact on your bottom line. This means you'll be paid more per click on the ads on those pages because people are willing to pay more to have their ad displayed for those more profitable niche markets.

The important thing to remember is that generally Keyword Research tools are designed with specific users in mind. Hence, their features will cater for some types of keyword researchers more than others. Consequently, they will do a better job for those types of users.

So what software is going to suit you? It's worthwhile right now to look closely at your own needs. What profile do you fit? Why will be using the software? What is your goal? What do you aim to achieve once all the research is finished?

It's unlikely that you'll fit neatly into one of those boxes (i.e. Niche Miner, SEO, PPC Advertiser or AdSense Publisher). Most of us do a bit of all those things from time to time. However, because you may not be able to afford all the tools recommended, you need to assess what your main role is. What will you be doing most of?

Once you understand your slant, you can better understand what kinds of features you will be looking for. Here are some of the key features these different groups of people will probably want their Keyword Research tool to help them accomplish.
 
Niche Miners

1. Be able to zero in on markets that have good amounts of search volume, good amounts of ability to make money from them, but low competition.
2. Good lateral search capabilities to dig valuable niches out automatically.
3. Search across many niches (so should be able to save keywords and good management).
4. Bid data helps them determine if the niche is valuable.

Search Engine Optimization

1. Find keywords with high volume, but low competition (in terms of optimization).
2. Be able to analyze the subtle differences between keyword usage. For example, whether people search with singular, or plural.

PPC Advertisers

1. Be able to generate large lists of keywords.
2. Be able to target keywords that are not too expensive but relevant. They will need the appropriate keyword bid and click data to be able to do this.
3. Good lateral search capabilities to dig out cheap keywords automatically.
4. Be able to generate keyword lists in a format that is compatible with major PPC ad networks.

AdSense

1. AdSense publishers want to shape their content so it shows the most expensive keywords within their subject area. So in the opposite way to PPC advertisers, they wish to find the most expensive keywords to try to get the AdSense ads to show on those pages. So the biggest thing that AdSense publishers want is bid and click data for Google AdWords.

Now I hope you will be in a better position to see how the different features of the software will cater for your needs specifically.