I?m using lots of analytics tools for my blog.
And all of them have some options you won?t find in the others, so it?s worth putting it.
Here you have what I use:
1. Google analytics (this you should be using by default)
2. Piwik (you can host this on your own webserver)
3. GetClicky (very nice one also, gives you IPs etc)
4. BLVDSTATUS (this one, is just a very FUCKED UP tool, it lets u see the whole search history of your visitors, it?s really awesome?)
5. Clicktale (this one, damn, you will love it. It records everything every visitor does on your website, very nice tool for on-site analysis)
Well, that should help you on your way