I came across this link and wanted to pass this along.
Instead of me doing the ground work again, here is a good comparison of external SQL Server tools.
http://www.sql-server-performance.com/software/audit_reviews.aspx
Or some SQL Server Tool Makers are:
www.tableausoftware.com – Query Tools
www.codeplex.com/PAL – Performance analysis of Logs (PerfMon Logs)
technet.microsoft.com/en-us/security/cc184923.aspx – Microsoft baseline security analyzer.
http://www.codeplex.com/sqldmvstats – For SQL Server 2005+ DMV Analyzer
SQL Server 2008 has its own Auditing features, which i will prefer to use rather than get some new tools.
I personally believe in T-SQL and if you are good and Logical at Queries, you should be able to pull off anything related to SQL Server Auditing.
I believe using tool is additional overhead on the SQL Server Environment as well on your client machine.(Correct me if i am wrong… with example)