All of the following are supposed to work in version 2.5 and above. Also, as always, don't install all of these unless you want to decrease your blog's response time.
Google Analytics
Google Analyticator - Allows you to set up the tracking code by simply knowing your tracking code number. Can also disable tracking for admins, set up additional codes and more.
Google Analytics for WordPress - Allows you to set the extensions of downloadable files you want tracked, can also set different prefixes for different types of tracking.
WordPress Google Analytics Plugin - Can set it to not log anything done in the admin area, record 404s, keep track of searches and more.
Other Metric Packages
CyStats - Besides all of the normal stats, CyStats will also provide you with most viewed tags, top referring sites, multiple languages and more.
Generic Stats - Allows you to enter any stats program tracking code you'd like and define where it should appear in your pages without having to go and edit your template.
Piwik Analytics - Based on the Google Analytics plugin, the Piwik Analytics add-on will let you add the Piwik code to your site and define what it tracks.
Quantcast Quantifier - Allows you to add Quantcast statistics to your site without any template editing.
WassUp - A stats package updated in real time that can even show you who is online at that time and reading your site.
WordPress Blog Stats Plugin - A plugin to help you easily add the W3Counter to your WordPress blog, and view the stats in your admin section.