I have tried many of them on my blog, including MixPanel, Google Analytics, Clicky and Lijit. They all have their pros and cons, but they also require you to include a script on your pages, which can be slow at times.

I'm currently fairly happy with Google Analytics, but I'd move to a better server-based log analysis tool (AWStats on steroids, maybe?), if I found one.

I personally prefer to use HTTP log analysis software. Gives more power to me and doesn't contribute to large companies tracking everything.

Unfortunately, though, finding a good log analysis tool is very hard. Finding one that can beat Google Analytics is even harder. I'm still using AWStats myself, but I can't say I'm really happy with it.

Some of my sites are not hosted on my domain, so I couldn't use solely this.

isn't that because there is inherently less data in http logs? Google Analytics use cookies and Javascript to track more data on users. There's no session data in http logs.

You're partially right. Log analysis will require some more tricks to get the relevant data, but there's still a LOT more that a log analyzer can do than AWStats or similar projects do. I believe it's perfectly possible create a log analyzer that can compete with GA.

(Then there's also another trick used by some log analyzers: Putting a bit of Javascript code on each page to request an empty image or AJAX call that generates a log entry with tracking info. But I'm sure that there's a lot that can be figured out even without something like that.)

http://haveamint.com is great if all you need is a high-level overview of site activity (i.e. no drill-downs).

I got a lifetime subscription to Mixpanel a couple years ago, although I'm just getting my first site together right now- so I haven't used it yet.

I really love Woopra. I also use Google analytics.

I've looked at Google Analytics, Chartbeat, and Clicky so far.

Google Analytics, and Reinvigorate for real-time info.

Great question - would love to get more data on this..

Google Analytics

Google Analytics.

It barely scratches the surface. There's no event tracking or visitor flow tracking, not any of the deeper analysis that Google does with its data.

IMO, Piwik is something akin to what you could build for your own site with an internal team.