If you wish to check visitors to your blog - which page is most visited, which search engine gives you maximum number of hits etc, then you might want to use StatCounter.
It was very useful for me to know which of my blogs was most read, so that I could write more useful blogs for readers.
StatCounter is free was easy to use. They give you a small html script to be pasted in your website.
The best feature I liked was the map of the world showing from where most people visit your blog.
