What form of site?
If it's a Wordpress blog, I highly recommend Statpress, every release tends to fix as many bugs as it creates, but overall it's really nice.
At one point, I tried Google Analytics, you copy a snippet of code to your page header, and it lets you track from your google account, after Statpress I found the features to be Sub-Par(don't remember why, but it didn't have what I was looking for) but it's popular so worth a shot.
Webalyzer seems to come installed with many hosts, but I have no experience with it.
And Statcounter.com's nice too, I used it back when I was doing kiddie sites(Habbo hotel Fansites this was years ago).
Try em in that order, Statpress, Google, Webalyzer, Statcounter.