This is a big factor of your site and its' SEO. For me, it was not an easy process, I had to visit sites similar to mine and get ideas from their articles. Surely, I used some keyword searching tools, but I believe that manual work is always better.
I am trying to choose among many keywords, those which better fit to my site and add them to the meta tag "keywords". When your keywords are on the code of your site they have better effect on Search Engines. From my experience, adding them only to your articles will not give you the same results.
What are you doing to collect the best keywords for your site? Do you just copy paste them from a keyword research tool? Has anyone tried to hire a SEO expert to do this for him/her, if so are you satisfied?
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