I know of a few tool that help markets gather data about visitors, Google Analytic, CrazzyEgg, and KISS Insights.
What are other notable tools to help track information? What do you use?
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Analog is another solution. Unfortunately it has not been updated since 2005 though.
Among the free tools that offer the most features, Clicky & StatCounter look promising. See comparison chart
Both have paid plans as well.
I've been using the free version of StatCounter on my blog since 5 years & I'm pretty happy with it.
Piwik: Open source real time analytics. I don't use this, but I have a friend who does and he really likes it. It does look pretty nice and with something like this you can do all sorts of other things with the data (such as your own real time stats on the website).
Also, here is a list of alternatives. It has log file analyzers, like Analog or AWStats, remote services, like stat24 and Yahoo Analytics, and self hosted, like Open Web Analytics and FireStats.