Web analytics tools such as Google Analytics can provide a lot of useful information, but you have to dig through the data and know where to look. Of course, for large companies, there are the expensive, full-featured packages such as WebSideStory and WebTrends. I recently found this interview with Jim Sterne, who seems to be a leader in this field. I found some good ways to think about Analytics. Many people try to say that there's no way to get accurate information about your visitors, but he counters that you can discern changes in user behavior and figure out most of what is going on. If you're trying to market your own website, I would recommend giving this a read.