Well, I use the Internet Business Promoter software to get these keywords. It includes all kinds of keyword research tools like Wordtracker, 7Search, Overture, Wordpot... It can also create combinations of different words. You type in one word and these tools spit out 100 other keywords... then again I type in some of these results and research "deeper".
So I gather a list of at least 1000 keywords and then I let the software get the numbers (KEI, searches, competition...). Finally I sort the list by these numbers and clean it.
These high KEI numbers come from many month of research... I researched about 100k keywords.
Guido