Alexa is good for seeing how much traffic a site gets, but at the end of the day it depends on how you want to rank against the other website Rodrigo.
For me, I don't look at places like Godaddy and say - wow, they get "X" traffic. Much like I don't look at one of my main competitors in a niche industry and say "wow they have that much traffic". At the end of the day I look at the quality leads and how much exposure they have compared to my exposure. I rely on Marketing Samurai quite heavily for my SEO stuff to track rankings of specific words, backlinks and overall potential traffic.
Potential traffic and REAL traffic are two different things, but if you're exposed correctly, you will have things work out in the end.
Statbrain was another that was quite popular along with your regular Google Trending, Quantcast, Compete and various others. I don't know how accurate they are however - I know they're not accurate on my websites
When we do SEO work for people through bigredseo.com, we don't look at how much traffic a site gets, but rather how well a word ranks for SEO and adjust for those needs. 10,000 people coming to the site does me no good if they're looking for Fishing in Omaha. 10 people looking for Web Hosting is a much better result for me