@Halch install Keyword Surfer plugin, it will give you search volumes right on your searches. It's a pretty cool, free tool.
Looking at KW Difficulty scores across different tools is useless, it's almost like comparing penis sizes. If you ask a woman who knows how to fuck, she'll tell you it's not the length but the "Girth". Don't go for the KW difficulty scores they're just inaccurate.
I target long tail keywords because all the bigger ones are mostly taken over by bigger sites that I cannot beat. I look for the following KW traits to judge if I should go for it or not:
1. User generated content on the first page (social media, reddit, forum threads) - this is pretty easy to beat.
2. Sites weaker than mine that are 1:1 (affiliate:affiliate, e-commerce:e-commerce) comparison with mine - this helps establish that your site can rank since other similar sites are ranking, and if they are weaker there's a pretty good chance you can beat them.
3. misplaced/filler pages - for example if you search a keyword and you get irrelevant results because no one else has put up a page to answer the query. So you get authority sites or other sites as results but none of them answer the query exactly, some might come close but they are not targeting the KW - this one will take a bit of time but if you nail the search intent and target the KW, you'll surpass them eventually.
I go for 50% #1, 30% #2, 20% #3 - as my site ages I'll focus more on #2 and #3 since #1 is almost always lower volume.