For the main 3 worldwide search engines by search volume, I have listed the simple methods you can use to find out which links are inbound to your domain and which ones are external from your domain. If anyone knows more about Bing let me know, as I'm still searching.
The best place to measure inbound links for your own site is within a Google Webmaster account, or if you can't access that or it takes too much time, try the below:
Simply type in the following in the Google search field to measure ALL your inbound and outbound links:
http://[your domain name]
For specific inbound links (to your site), enter: link:[yourdomainname.com] into Google Search.
For specific outbound links (from your site), enter: site:[yourdomainname.com] into Google Search.
Example: BBC is a great example of solid inbound links, their site has 24,500 - a massive amount in comparison to most sites. Only 1,650 for YouTube. But the outbound changes dramatically:
YouTube - 913,000,000 (Yes nearly 1billion!)
BBC - 31,400,000
http://[your domain name] - Allows you to sort by either of the below:
For specific inbound links (to your site), enter: linkdomain:[your domain name] into Yahoo Search.
For specific outbound links (from your site), enter: site:[your domain name] into Yahoo Search.
Bing - ?!!?
Useful link for all of the above: www.selfseo.com (Self SEO)
Then there is a big difference between powerful and not so powerful links. Receiving inbound links from popular, relevant and reputable websites is obviously a winner on this front. And one of the most important factors for achieving top positions in search engines is through your volume of 'quality' links.