I was browsing some webpages the other day and I noticed that google-analytics.com flashed across the bottom of my browser as the page was loading.

I found out that it is a small script that you can add into your website to track where users came from, where they are going, browser info, geo-location....etc.

http://www.google.com/analytics

I had to try this out for myself. It will give you an enourmous amount of data.