SEMrush/AHREFs are the two better tools available.
Screaming Frog/Sitebulb are two downloadable applications that crawl your site mimicking Google – they don’t provide keyword or competitor analysis and TBH the recommendations you get from either of these tools are significantly better than SEMrush/AHREfs.
Majestic is known for their backlink analysis ability which is pretty on par with AHREFs. You’ll miss out on a lot of the competitor and keyword analysis.
I’ve used SurferSEO’s Chrom extension, seems nice – but the price difference isn’t that much between that and SEMrush so I just pay for the nicer tool myself.
I have SEMrush, AHREFs, Sistrix, Screaming Frog, Sitebulb, Webpagetest.org