If you sell stuff or if a conversion to user reliably generates revenue, you should almost certainly be using Mixpanel or Kissmetrics for funnel analysis. Squeezing the problems which you don't know exist out of your checkout funnel, signup funnel, first user experience, or viral invite funnel is worth your weight in gold. A client of mine is currently prepping a blog post about their experience. It is an epic tale of sorrow and redemption... or just making a ton of money squashing usability issues no one knew existed.

I also pay for Clicky as a backup to Big Daddy G, and am going to try out GinzaMetrics in more depth one of these days.