The market of web analytic tools has a lot of interesting players.
Although I only user Mix Panel, Optimizely and Google Analytics, I give you this report, so you can consider what options best suit your necessities.

Google Analytics

The leading, totally free, Web analytics software gives you an in-depth look at your site, top to bottom.

Stand-out Features

*Segment your audience by traffic source, operating system, location, number of visits or dozens of other attributes to see how different visitors user your site with Google’s Advanced Segments functionality.
*Get ecommerce data including revenue, product sales, quantity and more when you configure Google Analytics to provide ecommerce reporting.
*Multi-channel funnels show you which marketing efforts contributed to driving visitors to you, regardless of the final source that landed them at your site.
*Real-time analytics are beginning to scratch the surface of the real time data at your finger tips about who is on your site and what they’re looking at, right now.

MixPanel

Providing detailed funnel analysis to help you truly understand what drives conversions.

Stand-out Features

*Define as many events as you want to track user´s actions
*Not so expensive
*Make as many funnels as you want, to easily see user behavior.

KISS Metrics

Very similar to MixPanel

Stand-out Features

*Allows you to define custom events to track on your website – perfect if you’re having trouble with other analytics packages that don’t fit your site just right
*User-level data lets you see individual visitors’ journeys through your conversion funnel.
*Step-by-step analysis lets you evaluate each part of your funnel in detail to identify weak spots, and decide where to focus your optimization efforts
*Set revenue/conversion objectives and manage to them in almost real-time

CrazyEgg

Powerful heat maps that let you see what’s resonating with visitors.

Stand-out Features

*Heat maps show you where users clicked. Use this information to understand what’s hot and what’s not with your visitors.
*Scrollmaps show you how far users are willing to go down the page before giving up. Ideal for determining whether your visitors are seeing what you want them to see.
*Overlay reporting lets you see actual click counts on each aspect of your page, giving you a global sense of how visitors engage with your site.

UserFly

Recorded videos of user sessions on your site gives you real insight to your site’s usability, and identify areas of friction for your visitors.

Stand-out Features

*Lets you record and view screencasts of user sessions on your site. It’s like riding shotgun with them as they use your site.
*You can identify user paths, see click patterns and see how they navigate through your site to complete a transaction.
*Identify areas where you can improve your user experience. Confusion, hesitation, yo-yoing between pages and where users exit are all captured in video form.

Optimizely

Easy-to-install A/B testing to help you test and optimize your site.

Stand-out Features

*Test editor lets you setup and change site tests without a lot of coding.
*The Javascript code means you can deploy tests without needing to deploy new code to your production environment.
*Real-time results tracking lets you run tests and gain insight quickly – leading to faster optimization decisions.

Pingdom

Instantly lets you know when your site goes down, saving you crucial downtime – and lost revenue.

Stand-out Features

*Mobile apps provide on-the-go monitoring of your domain for downtime and latency.
*SMS and email alerts let you know any time your site becomes unresponsive.
*Free! They’ll watch your first domain free of charge. Win!

ChartBeat

Real time analytics dashboard for your website.

Stand-out Features

*See what your visitors are up to on your site in realtime. Learn which pages are most popular, right now.
*iPhone app and SMS let you know when traffic spikes, letting you take advantage of the opportunity as it happens.
*Engagement data lets you know what users are doing on your site, not just which pages they’re viewing.
*Also incorporates some social media tracking – watch how traffic spikes drive chatter on Twitter, and vice-versa

Geckoboard

The real-time dashboard that measures the business analytics you care about.

Stand-out Features

*Gives your business a real-time dashboard with insight into the analytics that matter most to you.
*Build your dashboard with widgets from the most popular Web services including: Magento, Pingdom, Shopify, MailChimp, Google Analytics and more.