There are a zillion programs out there to help you track your site stats and better understand the traffic patterns on your website but only one runs in the background of your site with *no* silly badges or links to place on your site, is totally free, and is all encompassing:
Google Analytics.
Google Analytics provides detailed information on everything from visitor numbers, traffic sources, visitor behavior and trends, to time spent on the site (even which pages and how long) plus quite a lot of other information about your users themselves: location, browser, etc.
It's very easy to install: you simply sign up for a free account and grab the bit of code provided, place it in the source code of your blog template of website and you're all set!
Google Analytics is a great, free program for anyone interested in learning more about how the surfing public is interacting with their site.
You can learn more about the program
here and at the
Google Analytics Blog, or
sign up for an account here and get a more in-depth perspective on what's happening when someone accesses your website!