SEOMOZ wrote a fully featured thread on checking your backlinks.

There are a multitude of options, but our favorite way is using Yahoo. Google may have the lion's share of search traffic, but from a service perspective Yahoo has set the bar pretty high and continues to do so. The #'s are always consistant week over week, they do not seem to preclude any links like Google does, and they tend to rank the backlinks in order of priority - which is helpful for the kinds of reasons we're looking at the links in the first place.

You can do it too. To check your backlinks in Yahoo all you need do is type in either link or linkdomain:www.yoursite.com - the # of results will be your overall backlinks and the #1 result should be the highest quality site that links to you.

Read the above SEMOZ post for full details...or just click over to Yahoo and check it out.

Happy backlink checking!