Google has complemented their AdWords business by offering Google Analytics for free. Analytics is some pretty sophisticated tracking software that shows you a great deal about who is visiting your website. What keywords they've searched with to get there, what browser they're using, what resolution their display runs at, where (geographically) they're from, how effective AdWords is - a veritable treasure of information.
This service is free (as long as you have five million hits or less per day - or are an active AdWords customer) and easy to use. I've incorporated it into Sublime Software to see what it's like. I'll keep ya'll posted. :)
ArsTechnica has a good overview of the service.