Hi Phil...from using some SEO 'professionals' and personal experience over the last 6 months, I can tell you for certain that all back-link check tools will give you a different result - and the deeper you look into it with alternative tools, the wider the inconsistencies become...
People also do have their preferences, and some for their own personal benefit. However, what can be monitored over time (3,6,9, and 12 months - it takes months), is that you should at least see an upward trend in links registering in different tools (even if they are all different).
Google Analytics will be the best place in the end - links take longer to actually show here though. Also never pay for any tool - always use the free versions if you are going to use them. I use Woorank because it gives other useful info.
Then you could always type in your URL into Google and do a manual search yourself and actually see what is coming up under your website address. Lastly, remember that they are all snapshots from varying time frames, so this does not help too (delays in showing, lags, not real time).
On a better note, if you want an idea of where to link to, you could do what some 'experts' call 'backward engineering'. Simply see who are ranking at the top of where you want to be for your selected keywords, and you use those domains as well. You will also see their keywords too - in the titles and descriptions that show up in the search engines results pages... Opensiteexplorer.org will help you with this.
The good news though is that it is quality that works, not quantity. Facebook, Twitter, LinkedIn, Google +, Yelp, etc., these 'standard musts'. Be varied - niche directories, social media, blogs postings, forums, Scootpit, Hubpages, etc.
In the end, from 3 - 6 months ownwards you will begin to get an accurate link map of your website from the more accurate tools.
The best advice I got for free was from a workshop by an SEO company, and I have shared some of that here. They also did say that you can do it yourself...and they are right!
Speak to as many people as you can - even get free appraisals, and then work on the recommendations yourself.
Oh yes, I forgot to say that ranking for 1 or two words keyword phrases will take the best part of a year to see results... Keyword phrases of 3 words etc., started showing and delivering results from 3 months.
Lastly, brainstorm 50 - 100 ways that people can search for your website, and use Google Adwords to determine the monthly local / global searches of the phrases - obvously you want to be ranking for the ones that bring the most traffic.
We do SEO inhouse now for our website
www.qatarconstructionreview.com and have no immediate plans to pay £350 - £500 a month. It's not a 'dark arts', it just takes time, and that's really what you are paying for. If you have time, then you can learn and do it yourself.
Good luck!