Google Analytics
http://www.google.com/analytics/
Google released a new service today that will tell you a lot of information about how visitors get to your site and what they do on your site while they are there. If you also use Google AdWords then it also ties in with that as well. This is a great tool for webmasters. Plus you can’t beat the fact that it is free, absolutely no charge at all. Go sign up, add in the couple lines of Javascript they provide you with, and watch what your visitors do.