http://onlinestatbook.com/2/index.html
Useful online book on statistics. A work in progress, but looks very valuable.
http://mixpanel.com/
Web action analytics. Tracks events rather than pageviews, so users clicking "Like", etc. All data in real time, detailed analysis, retained >3yrs. Pricing is free up to 25k data points, $150 for 500k, and upwards. Interesting.
http://newrelic.com/
A system to monitor multiple aspects of a live application in production including the page load times, server load times, mysql response times, javascript render times, and so on. Expensive.
http://www.quantcast.com/p-18-mFEk4J448M/traffic/sites
QuantCast stats on the WordPress.com hosted network
http://www.woopra.com/
Woopra is a free web analytics tool with a focus on real time analytics. Track visitors live, even talk to them in real time.
http://crazyegg.com/
Crazy Egg adds a new dimension to analytics. It includes a heatmap where you can see where users are clicking on the screen, and other visual presentation tools. From $10 for 10 pages (10k pageviews), up to $100 for 100 pages (100k pageviews).
http://haveamint.com/
Mint is a self hosted web stats package, commercial, about $30 per domain (I think) as at May 2008.
http://getclicky.com/
Web Analytics system similar to Google Analytics that supports live "spy" view that shows page views as they happen.
http://wordpress.org/extend/plugins/stats/
Use WordPress.com's stat service on your standalone WordPress blog.
http://www.openwebanalytics.com/
An open source web analytics framework with in-built integration for WordPress and MediaWiki.