Crazyegg allows a number of different views of the user data it has collected, including list and overlay views of user actions, but my favourite has always been the heatmap view. This example from a recent post tells me that people are interested in bacn, and lots more people read comments than make them (which I already knew).
A while ago, crazyegg added a new feature called confetti, which provides both a visual (coloured dots) and a list view of even more user data, including referrers, search terms, operating system, browser, etc.
Nice. I like it when the best gets better. I'm currently using crazyegg to optimize navigation in my free RSS tutorial. I'd like to use these tools on our VLE to better analyze student interactions with presentation of course materials, but the reporting doesn't work behind a login wall, so it's tempting to import the tools I need into the VLE as an iframe or something from expernal public web 2.0 sites.