Good advice. Here's a thread with several posts about the differences between Google, Overture, and Wordtracker.
The best keyword tool?
Though the Google AdWords Keyword Tool doesn't give numbers, it does give the best idea of how people actually search. The tool is at...
For men's hats, I'd enter the following terms, one at a time, to get suggestions...
Be sure to optimize for some of the longer phrases. They're more precise, easier to rank on, and while less often searched, will generally "convert" (ie, lead to sales) more often than a very general term like "men's hats."