I recently added page hit statistics from statcounter.com, you can see the counter down the bottom right of the page. All you see is a hit count, but I get a load of detailed statistics. It's so cool and unbelievably detailed given that it is free!
Check this out. Yesterday, for example, I know that someone from Chicago, Illinois, was searching for "drinking blackouts" on google.com, and found a reference to my blog entry, Of Blackouts and Drinking, and clicked it. I'd say this person was probably very disappointed, but I don't have to guess because I also know the visit lasted less than 5 seconds. Heh. I also know they were using IE7.0 from WinXP and rendered the page on a 1024x768 display. I also have the IP address and their ISP name. Now it's getting scary.