There are a few reasons this can happen. Each tool crawls the web at different times and see different things. I would recommend at least investigating any issues you find regardless of which tool you used to discover it.
Personally, I would pay good money for a tool from Google which used their algorithms and data, but that isn't an option so we do the best we can with the available tools. Google WMT and SEOmoz crawl reports are two parts of that solution for me.