Crazygg is great. It's still a little too pricey for beginners. clicktale.com have some great heatmaps and visitor mousetracking which is AMAZING. If you want a non hosted heatmap application, take a look at http://www.labsmedia.com/clickheat/index.html Its free and great!
UPDATE: I've been trying it the last day or two. It feels very "beta." Lots of wrinkles that need to be ironed out. I'm very reticent about moving up to their paid levels until they improve it. But it is a very clean, easy-to-use interface, and I'll definitely keep my eye on it.