If you have a point of reference, I find Google trends useful as well. By point of reference, I mean you have some keywords where you know the actual click volume from personal experience, i.e. you rank 1st on that keyword.
I personally think adwords tool is the best freely available tool right now. Spyfu and wordtracker are other options - paid. More expensive Hitwise reports, can't beat these in terms of depth and accuracy.
Just to be clear, I went for this key phrase, e.g. look at the homepage title.
I thought "new search engine" was a) in immediate reach; b) efforts for it could help with "search engine"; and c) people actually searching for "new search engine" are probably good candidates for using Duck Duck Go.
Now I suppose it's time to move on to higher volume stuff...
I'd figure a person would use the term search or search engine, and for those duckduckgo is not even in the top 10 pages