Here's a nice site that's going viral at the moment - and with good cause:
http://www.crazyegg.com/
Basically, it gives stats on which parts of the site are getting the most clicks, shows you this on your page, shows you a list of them, and also provides a heatmap based on these clicks.
If the crazyegg site doesn't explain it, Matt Mullenweg posts a few shots of Wordpress page heatmaps to show it simply:
http://photomatt.net/2006/09/27/crazyegging/
37 Signals does a nice longer write-up:
http://37signals.com/svn/archives2/c...crazy_good.php
I'm currently testing this out on a couple of sites, using the free option.
Will be interesting to see how useful I find it.