Google Analytics - google.com/analytics/ What would a list of analytics software be if it did not start with Google Analytics. For a feature rich analytics platform that also happens to be free it's a no-brainer. Install it, setup your goals and let it collect data. It's the gold standard and in my opinion should be installed on every ecommerce in store.
Clicky - clicky.com Clicky is a lesser know analytics software but it has some killer features that most of the other's do not.
Let's start with looking at the scope of how Clickly sees the world... If Google Analytics gives you the 50,000 foot view then Clickly is the 10,000 foot view. It's fantastic to observe today's traffic and drill down the the individual visitor level.
You can select a visitor, see their location, OS, browser, etc. then follow their click path around the site, time on each page, etc. It helps to give you a feel for what an the individual user is doing on your site. An awesome feature that helps you watch your site in real time is Spy. It allows you to watch user on your site move from page to page as it happens. Spy works very well with their Alerts feature that gives an audible ding every time someone lands on the site or performs a predetermined action. (Trust me, the ding is much better than it sounds)
ClickTale - clicktale.com ClickTale is the Analytics I would is a must at the very least any time you make a design change to the site. It also works very well in conjunction with Clicky's Spy (above). The killer feature of ClickTale is the recorded visitor playback.
If Google Analytics is the 50,000 foot view and Clickly is the 10,000 view then think of recorded visitor playback as pretty much standing on the ground with your nose touching whatever you're looking at.
Visitor playback allows you to actually watch an individual visitor interact with your site as if you were standing in the same room with them looking over their shoulder. You get to see their mouse cursor move around the screen, click on the page, fill in form and move about the site. This really gives your a true feel of what an individual user is doing... and should I even saying thinking when using your site.
Your checkout page is not converting as much as you would like? Let's watch some users on ClickTale and find out why!
The only downside of ClickTale is price, it's a bit expensive but they do have a free plan so start with that and see how you like it.
HitTail - hittail.com Last but not least is HitTail. The HitTail use case is totally differently than the Clicky and ClickTale. With some work Google Analytics can be adapted to somewhat do what HitTail does but HitTail gives you a much simpler, more actionalble view of the data.
What HitTail does is analysis your traffic then provides a reports of long tail keywords that are driving traffic to your site. Using this report you can then come up with a highly targeted list of topics for your next blog post. This will help to drive even more organic traffic to your site in the future. This of HitTail as a post mortem for your Ecommerce sites' traffic.
In their own words it will help you - Drive targeted search visitors to your website by focusing on the most promising organic keywords in your existing traffic.