I would say go with Google Analytics.  It is one that I use for my projects and there are more bells and whistles with it than I can even count.  All you'd have to do is copy/paste a little javascript in on your pages so they can be tracked (or inside of a template file if your using a content management system). 

How to Setup Google Analytics

This story from our Lunarpages newsletter should help you with the setup too. 

my site is dynamic. is ga still good for it?

and do I just need to paste the code into each template?

thanks

Google analytics is the way to go. If you are looking to improve your conversion rate; I would highly recommend getting your feet wet with <a href="http://services.google.com/training/websiteoptimizeroverview/2995095/index.html">google website optimizer</a> as it is no harder to install than the conversion statistics on analytics.

Well might give it a few days - once it has had time to gather some trackable data it should be a little more fun to play with.

Firefox should work too (that is what I am using). 

Someday maybe, but quite not yet.  There is a better tool out there, though I'm not complaining about GA.  Great interface, easily turns the data into useful info.  But correct me if I'm wrong, GA still just offers aggregate data.  I can't follow a particular visitor's actions on my site, just see what groups have done.  I haven't been in GA for a while, so maybe that feature exists now, but not the last time I toured it.  For most sites though, this is probably enough. 

But if you want data much closer to real-time, and you want granular data where you can follow, for instance, a search term used to get to your site down to the visitors who used it, and drill down even further to a specific visitor who used that search term, to the pages he saw in the time and order he saw them, his IP, referring site, system info, time on site, geo-location, etc., try Statcounter.com.  There are free and paid versions.  The free version allows you to password protect the data and make the counter invisible on your site, which is unusual from most stats vendors.  It's not nearly as pretty of an interface as GA, but more info is available for the stats nut like me.

If you're running a paid marketing campaign, these stats will help you monitor results of the campaign in near real-time.  So you can find out if your ad is really bringing in visitors today as you expected, and if the landing page is working, if users are getting lost on your site, hitting a dead end, or error pages, and make fixes to your pages as soon as a problem is identified.  For e-commerce marketers, this might be a better choice.  I've even used both GA and SC concurrently on some sites in the past.  If GA gives us that tool, then everyone is else is out of a job.

Jerry