I know this is an old thread, but I almost started a thread on my favorite plugin since many people don't know about it, and think that reviving/bumping this thread would be better. I was going to post about StatPress. It's cool to have stats right in your control panel so you can check them when you are posting or editing the blog. What is not publicized in the statpress description below is that Statpress also shows REFERERS.

wordpress.org/extend/plugins/statpress

"The real-time plugin dedicated to the management of statistics about blog visits. It collects information about visitors, spiders, search keywords, feeds, browsers etc.

Once the plugin StatPress has been activated it immediately starts to collect statistics information. Using StatPress you could spy your visitors while they are surfing your blog or check which are the preferred pages, posts and categories. In the Dashboard menu you will find the StatPress page where you could look up the statistics (overview or detailed). StatPress also includes a widget one can possibly add to a sidebar (or easy PHP code if you can't use widgets!)."