What are your best ways to track visits and clicks?

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It is important to pay attention to web traffic. Understanding what my visitors do on my site is crucial information to determine which page is working for me (ie, which headline, offer or wording). I want to know which pages I display in the traffic exchanges are getting clicked on. Other ways to phrase this same question: How many times is my page displayed and how many times is the link clicked on? What percent of visitors who see a page are clicking the link at the bottom to get more information? Let us know what tools you are using that are best at doing this.