I use cluster map. My WordPress blog has a plug-in that only I see. You can also have the visual map on your site. I like it because it helps me track where people are coming from and who is and has been on the site. It also gives you an idea about when people are most active on your site.
The Wordpress Stats plug-in is great for a general overview of which pages are the most popular, how visitors are coming to your page and which links they exit on. It's a good summary and overview, but doesn't cover everything.
I like Statcounter for something a little more comprehensive - where your visitors are, browser they are using, how they travel around your site - and that my minimalist sensibility likes that you can set it up to be invisible on your page.
But the King of all stats programs would have to be Google Analytics. This is completely comprehensive, covers pretty much everything you could ever want to know, including some things I have no idea what they are! I don't check it very often, but I feel safe knowing that it's working in the background keeping track of everything for me.
Ultimately it depends on what you want to know from your stat programs and how you want (if you want) to display that information.
Like Jess, I use Google Analytics for my stat counting. It shows me everything I could ever want to know about traffic to my blog. I have a visitor counter on the blog as well but I don't pay as much attention to it and it's placed in an out of the way spot.
What Red Read
I do other types of reviews & giveaways too and I've seen requests for all kinds of numbers. My google analytics shows "unique visitors" and visits - what is a unique visitor? I've seen requests for that info. And what does "bounce rate" mean? Also, how long are these numbers up and do they start over on a weekly basis or just keep adding on? I only added Goggle Analytics last week to this particular blog. - Thanks, Tina "The Book Lady"
142 Absolute Unique Visitors
3.24 Average Pageviews
00:07:28 Time on Site
50.52% Bounce Rate
72.92% New Visits
Thanks Rachel & Daniel - I've been wondering. I do daily linkys for my giveaways so I get a lot of people coming in and out all the time. It's how I've been getting my numbers up - want to do those bigger giveaways. LOL