Tracking
This kind of detailed tracking can show you which advertising is working, which keywords were used to find your site, and help you tune your future advertising.
Free tracking, usually limited in the number of sites or pages, and requiring special HTML code on your site, is done by many, including:
Extreme DM- great for blogs
OneStat
Most third-party tracking involves generating a different URL that you can use for each different advertising source. This form of tracking is good for use with ezines, traffic-exchanges and safelists. Obviously with search engine submitting, you would want to publicise your actual domain name.
TrackMegives you free tracking via generated URL, as long as you agree to receive two emails a week from its creator.
ResultsTrackeris a free url tracker program.