There are a few different ones you an use.
Many times you won't be able to get all your backlinks, due to the fact that some may not be indexed.

The long way but best way in my opinion, is to have a spreadsheet using excel or open office, and copy and paste the sites you are backlinking from, for instance if you are commenting on blogs, get the link of the site you are commenting on, or if you can get the link of the actual comment, paste it into the spreadsheet. You should ping it as well.

If you are bookmarking, same thing, get a link to the bookmark you made and paste it into the spreadsheet and ping it.

If you are using an automated system, many times the system will give you a report of all your backlinks ping them all and paste it into your spreadsheet.

There is a plugin I thing it's called pingback power, which is a free plug in that will generate a report of all pingbacks to your site and you can export the report. Ping all the pingbacks and paste them into the spreadsheet.

I'm sure there is an easier way to do this, put this is what I found to work best for me as a afar as keeping track and staying organized.

I believe SEomoz has a tool you can use if you are a paid member, also you can see some of them by using seo quake (you won't get a full list most times). There are alot of different resources you can use.

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I would suggest backlinkwatch to track your site's backlinks and also it will be useful to detect your competitor's backlinks and then set for other strategies to overcome them and rank your site in SE.

Free alternatives:

Yahoo Site Explorer
SEO Spyglass (although they have paid)

Paid alternatives:

MajesticSEO
Open Site Explorer
SEO Spyglass

google webmaster tools FTW