I don't believe there is one comprehensive tool that covers the full extent of keyword/phrase research. Even if there was, I would have a second for checking my data.
For an example; I use my backlink checker to analyze a competitors KW/P in their inbound text links. This is a part of our over-all kw/p research
This may be a bit of 'cart before the horse' Figure out what your SEO program is and then find the tools to do the job.
For keywords you are not only analyzing KEI and the like, you also have to consider eventual linking programs you will be undertaking. This is where the Backlink analyzer comes in.
My point is that the best tool is YOU. It will be your mind that assimilates adn research you do. It will be YOU that decides on what are the best KW/Ps to go with. If you'd like to fine tune your 'tool' search and do some reading about Google's Latent Semantic Indexing . A great deal of KW/P ideas can be found form a journey into LSI.