It's especially important to check on your links if your site has lots of links to other sites. What do I use? The solution I like best is an odd-ball little program called Xenu Link Sleuth
Clicky Web Analytics is a service I can heartily recommend. I have used many web analytics packages over the years. They all have their strengths and weaknesses. After almost a half year of using the service, I have found the reports to be informative and very easy to use. I have provided the service to some of my best customers and the feedback has been uniformly positive. The trick with any web analytics package is to provide the information in an easy enough format that a site owner will actually use it on a regular basis (beyond the initial "wonder stage" of seeing analytics reports for the first time). In this, I feel Clicky is superior even to Google Analytics. The same information is available, but it takes fewer clicks to see the complete picture with Clicky.