Woopra is the latest player on the scene and in the words of Techcrunch is ‘Google Analytics or Nuconomy, but in real time…’ – sounds good to me…
(update: Woopra is currently invitation-only)

Google Analytics is probably one of the biggest players in the market. Analytics has a really nice flashy (flex?) interface, but has a 1 day delay on traffic data.

Nuconomy

is designed to consider the impact of widgets, Ajax, Flash, mobile, etc., which don’t generally show up in page view metrics. And they are also measuring everything on both a contributor level (think analytics by author in a blog) and user level (people on the site).

(Techcrunch) … also read a positive review on ReadWriteWeb

Clicky has a nice web2.0′ish interface, and data in real time. There is a basic free account with a limit of 3 sites to track and a pro account with bells and whistles.

Statcounter has a more traditionally looking interface, but data here is also real time.

GoStats has an nice and clean interface that looks like a blend of Clicky and statcounter.

Bonus info:
If you use Greasemonkey, Joost de Valk has a really nice greaseMonkey statistics detector that gives you an idea of how and when you are being tracked.

I’m on a mix of Analytics, Statcounter and Woopra.
What do you use?