For your convenience I have listed below some of the top competitive intelligence research tools offered for free. Every tool has its own specialities, try your hand on all the tools, I am sure it is going to be an interesting experience for you.
Alexa portrays traffic statistics for websites. The traffic details provided by Alexa cannot be completely relied upon since it collects the traffic stats from Alexa toolbar users.
Compete.com depicts traffic head to head traffic trends for websites. They have got a paid analytics tool.
Quantcast provides website traffic with demographic information.
Google Trends is an excellent tool to know websites statistics offered for free by the "king of search engines" called as Google.
Archive.org lets you know when a website was created and the appearance of it in the past.
DomainTools supplies you the valuable information of "how many times the website has changed hands." It gives SEOs rich information about "how well the site is optimized in terms of "on-page optimization."
Xinu renders general website related data like Alexa ranking and Del.icio.us bookmarks. It supplies provides SEO data aswell.