ClickTale
Provides user heatmaps and video playback of how users actually move around on your site.
I used the limited free plan. Sign up here.
UserFly
Also provides real user's movements. Allows 10 captures a month free.
Google Analytics
Has a variety of stats and heatmaps. Does not record user movements and behavior...yet.
Others:
10 Promising Real Time Alternatives to Google Analytics | SmashingHub - Free Resources for Photographers, Designers & Web Developers
Top 5 Web Analytics Apps that are better than Googles Analytics | Speckyboy - Web & Graphic Design Resource Magazine
6 Ways to Dive In to Analytics & User Experience
Jolina Pettice MIMA Summit, Online Marketing, Web Analytics, from a series of liveblogs from the 2010 MIMA Summit.
---How to look at the data :
How Landing Page is used
How Landing Page is navigated
How forms are completed or not completed
What content is used and how long
What language is used to find and navigate pages