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Up until today, we've been using the awesome stats tracking tool Clicky. Clicky lets you view, among other things, the search terms driving people to your site, the links that people are clicking to get there and - most importantly - a "Spy" feature similar to Digg Spy that lets you watch people coming to your site in real time, complete with where they came from and how they left.
Unfortunately, we've outgrown Clicky - the company tracks 7,000 active websites, but Mashable was accounting for more than 10% of all incoming traffic, and was already many times in excess of their limits when we signed up. Alas, the $5.99/month is unlikely to cover the cost of new servers.