Every stats program gives you a different view of your visitors and each helps you make decisions on your marketing campaigns or site improvements. That said, I use:
AWStats which is provided for free from my web host, low quality, but you can find a few nuggets of information that are good.
Statcounter which is the one I look at the most for the most recent visitor reports…it’s great knowing where people come from and if they make it past your homepage (one way to tell it’s a real person if you are testing out a PPC campaign)
Google Stats which has an incredible level of information and is free (it’s the old Urchin, which was always considered one of the best), the only thing that is missing is the ease of finding your daily traffic reports…at least in the way that Statcounter lays it out for you…but, Google Stats is great for getting aggregate information and for setting up code to track key actions on your site (i haven’t played around with that yet, but it seems very useful even if you can’t run an Adwords campaign).