I use
StatTraq for basic stats. It's nothing particularly complex, but it lets me see which posts are popular and where people are coming from. Personally I think server stats are the best way to get a decent picture of how things are being done, but for a quick look I use StatTraq.
I've also used
CrazyEgg for more detailed statistics, and it was a real eye-opener. Being able to visualise where your readers are clicking is a great help, especially when doing design work.