Google Analytics

Holy cow what a cool program! If you have a website, you have to sign up for this free service. I have it tracking my blog, and even though I don't have that many hits, the information I get is unbelievable. It tells you everything about the traffic to your site. Who goes where, what they click on, how long they stay there, where your visitors are located and tons of other things are tracked by the service and displayed in graph and statistical formats. In all seriousness, it's basically a program to help you tweak your Adwords ads, but like most everything with Google, it's free and pretty cool.