Some classic free keyword research tools for finding keywords, niches, and results / search figures to determine supply and demand.
https://adwords.google.com/select/KeywordToolExternal
http://inventory.overture.com/d/searchinventory/suggestion/
Some newer research tools:
labs.google.com/suggest - Google tries to guess what search phrase you are looking for and comes up with some related words.
http://tools.seobook.com/general/keyword/ -
http://www.digitalpoint.com/tools/suggestion/ - Nice in that it compares top Wordtracker and Overture results.
SeoBook has a great list of keyword research tools, many which have been mentioned above.