Google Analytics
Of course I had to run out and try the Google Analytics the instant I read about it.
It is pretty darn cool. I think it is very cool for E-commerce sites. You can let it know what your website's goal is, and it will monitor each customer, and let you know what referal source is generating most of your income.
At first Glance, it is not nearly as useful for content producers, For example this blog. My goal is not to get you to buy something, but to get you interested in coming back later. While it does monitor visitor loyalty, that is not the main function, and so it may take some tinkering to get really usefull reports on that.
I plan to add this to my church website. There are some things that would be good to know that the Statcounter that we have doesn't provide.. I.E. How many folks download our audio files, or pulling up the mapquest link. You can add some code to your outgoing link, and it will track how many folks us it.
It looks to me, that I have just barely scratched the surface. I bet some books are going to be written about this program. It appears to have a lot of features that are going to take some know how to make the most of.