Are there good tools that can track what actions a certain subset of visitors (i.e. from a particular source) do once they're on your site? As far as I know (which could be wrong), Google Analytics can't do this beyond telling you how long they stayed, bounce rate, and average number of pages. I'm looking for something that can tell me which links they clicked on, and if possible break it down per-visitor. Free solutions would be great, but I'm anticipating that this would require a paid solution.
While you can't do it per visitor, you can at least get the daily results per referring domain, and you can also track outbound links for these visitors as well as internal links:
Create an Advanced Segment for each referring domain: Use "Source" "Contains" and in "Value" put in the domain of the referring source. You can share this Advanced Segment across profiles.
To track outbound links: Create a filter that tracks outbound links: https://www.google.com/support/googleanalytics/bin/answer.py?hl=en&answer=72712
Omniture does it all, most likely way beyond what you were thinking of spending, I'm sure. It is also hard (read expensive) to implement. Lyris should get that done for you and is much more affordable, and easier to implement. They are both good. I found Lyris to be a good value for the money, if you don't have a lot of users reviewing the reports.
Of course, once you are paying, you will want to think more broadly about what features you want overall to make the right investment. There are plenty of for-pay companies in this space.
Omniture's SiteCatalyst offers good segmentation features and their Discover product extends this functionality to your desktop to allow users to segmentation a breeze with instant response.
It sounds like you are looking for free solutions; Google has since added a lot of functionality for segmentation and continues to improve this. Avinash wrote an in depth article helping break down segmentation http://www.kaushik.net/avinash/2010/05/web-analytics-segments-three-category-recommendations.html
For $54 per year you can check out extremetracking.com/?pro but I have never used this service.
I also wrote an overview of GA, SiteCatalyst comparison that may be helpful: http://topcweb.com/article/analytics-solutions-omniture-vs-google
ClickTale provides mouse move, click, scroll heatmaps & analytics. Free plan provides limited functionality.