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Software can be helpful once you know what you're doing. I think the Google Toolbar is a great tool... lets you look at text distribution in a page, check Google backlinks, PageRank, etc. I also like NoteTab Pro for its Text Statistics tool (it's an OK html editor too).
There are a lot of online tools for looking at keyword density. An excellent set of online tools, including a density analyzer, is on WebmasterWorld's sister site, at:
The engines themselves are great tools... both Google advanced search and AllTheWeb have some excellent features that are helpful in checking out searches and sites. Be careful of third party tools that send automated queries to these engines, though. Google specifically prohibits automated queries in its terms of service: