When initially starting a campaign, I like Google's keyword suggestion tool as a start. If the terms/phrases show up in their tool, they're actually being entered in to their search window. That means they are most probably being entered into other search venues.
Then, if it looks like a good niche (good activity from those keywords), I'll fire up Keyword Elite and look for more keywords from other engines. Keyword Elite is great for this type of research.
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