There are different tools to do different things and they all have different prices. Because they source their data differently, they will also give you different answers. Many are free, but are limited in terms of their functionality or output.
If your goal is just to measure quantities of incoming links, they key is to pick one or two tools, baseline your starting point, and watch for trends over time. If you want to know who is linking to you and whether those links are worthwhile or harmful, you will most likely have to use a paid tool and do your homework to figure out how to categorize good vs bad.