I usually see Sunday-Tuesday very good days. Wednesday-Thursday bad days. Friday is an up day. Saturday - usually pretty bad.
Friday, Saturday & Sunday are the slowest for me. Someone mentioned further on up in the thread that it depends on the niche which IMHO is right. Most of my sites offer services to companies and consequently most of my traffic comes in the week.
content providers tend to see more traffic during weekends while service providers see traffic during weekdays.
entertainment niche - peak definitely on weekend and especially sunday (I guess people have enough time to watch a movie but not to go out since Monday's the next day)
Weekends are my best days. During the week, 6pm to midnight is when the traffic comes. And I always love those long holiday weekends .