The counter I use on my website added a new feature today (at least I just noticed it today) called “out clicks”. Site Meter has always been great because it tells me how (most) visitors get to my site: Since the referring URL usually contains the search terms, I also can see what words they used in their search on Google, Yahoo, MSN, or Ask Jeeves. They also supply the entry page, exit page, total pages viewed, local time, browser, operating system, etc. But I never knew where they went when they were done. Now, apparently, I will sometimes find that out.
Pretty neat. Also amazing how much you can find out about a visitor when they come to your web site.