I also use statcounter and I really like it. I heard about www.clickaudit.com ... I haven't tried it yet, but it's an ad and link tracker service and it also allows you to cloak any affiliate links that you may have. There's also other things included and it is free.
Google Analytics And CrazyEgg .com Use both together. Google Analytics gives general data. CrazyEgg creates a heatmap of your pages.