What web application can I use to find if a user is following another one, on Twitter?
Just plug each username into Does Follow and it will tell you.
Probably some more services out there to be found.
You can, of course, look on their Twitter profile to see who they are following. There is also a powerful webapp called Refollow which will allow you to do more powerful parsing and comparison of followers.
The simplest and the easiest one is https://checkfollow.com/
In an edit, the Asker said:
I found http://twitter-follow.appspot.com/ to be the one that suits my taste.