I just recently finished setting up Google Analytics on a bunch of web pages I wanted to track info on. Although a bunch of this info is also available from server log files, the Google interface is pretty slick (and free). I'm told there are even better options out there, we'll see.
One of the interesting things I found, was a fair amount of traffic coming from a site called StumbleUpon. This is a social networking site I wasn't previously familiar with (I've used Digg in the past). When you install it (I'm using the Firefox plugin), you get a little toolbar with the usual search widgets at ratings controls. There's about 1.3 million people plugged in to this system according to the StumbleUpon website.
Surprisingly enough, I'm actually enjoying this toolbar so far. If I'm in an exploratory mood, I just type the keywords into the search bar, and start "stumbling" around the web. (Click the stumble button to find a new site related to the search.) Giving even a little bit of feedback with the thumbs up and thumbs down provides more data for the StumbleUpon engine.
It'll be interesting to see how long this toolbar survives for me - I really hate giving up the screen real estate, so I'll need to find an easy way to hide/show the toolbar.