Google Analytics
Google Analytics is a free service offered by google that will display detailed statistics about visitors to your website.
Google Analytics will display statistics about where the visitor came from i.e. The URL that refered them to your site, display advertising, pay per click networks, email marketing and even digital material e.g. links from with documents.
If youwant to use Google Adwordsto help promote your site this will intergrate with that system displaying information about what visitors though your adwords champaign were and if the they purchased anythign so you can see if you adwords are working to there full potential.