Part of my job involves maintaining some of the reporting bits of various web sites. We use a combination of Google Analytics and WebTrends. I've just now discovered an amazing, but very narrowly targetted, tool.
Crazy Egg uses a little JavaScript include to track and report where users actually click on a page. It's designed to help you optimise your most important pages. It shows this information in a number of different ways, but the visual overlay "heatmap" is probably the most obvious. It shows you exactly where users clicked.
The shot shown here is of my contact page over the last weekend. Not too much data, but you can clearly see how people progress through and from the page. This would be really amazing stuff if you're optimising ordering pages or the like. It should give some interesting insights into our users.
One of the sites I look after has a page with about 2 million pageviews a month, mostly from people who've used the install disk and don't know how to change their home page. This is a demographic I don't really understand that well, so I can't wait to test out this tool on that page!