To be honest, I bought a load of SEO tools and personally I wouldn't worry about using them. They're OK for research but remember, you still have to do the SEO work. They can't magically give you back links or write the content for your site. Good ones will examine your pages for on page SEO but if you know about on page SEO such as keyword density, title tags, meta tags, h1 headings, etc, then you should be able to do it yourself.
With free tools that Google provides and others, then I don't really see the need to SEO programs.