Web Site Traffic Analysis software is a great tool to see how your visitors interact with your web site.
One feature that I found very useful is the Search Engine -> Search Terms. This feature gives you a list of search terms that were used to find your website and the number of times the search term was used. For example, on my PDF4U web site I know the best search term for my site is create pdf online. This has allowed me to go from being completely unseen to making it to the first page. I was very happy with the results.
HitLinks is easy to implement, all you need to do is paste a small javascript on the page you want to collect statistics on. I put the javascript in a function in a separate file and call the function on my web pages.
The first 30 days is free and you don’t need to provide a credit card number when you signup for the service.