Everyone,
Just thought I'd mention the tracker I'm currently using for two sites. It's called RiteCounter. You can create a free acount @
www.ritecounter.com.
They have a transparent option so there's no graphics or anything on your site - your visitors are clueless about the tracking unless they're wise enough to view the source code.
Similar to what other's have mentioned above, you simply paste in about 3 lines of javascript into every page you want to track. I haven't used google's tool but I would recommend this one.
Just a thought.