Nothing new for me but I'm always keen to hear of any new capabilities and tools... Here is what I'm using:
1) Google Analytics or alternatives such as wordpress plugin e.g. slimstat or other alternatives which track user behaviour on a given site. The reason I mix it up is due to footprints re: PBNs.
2) Link tracking use bitly, tinyurl and other equivalent ones... Also use YOURLS (self hosted solution) - which is very cool...
3) Scripted own solution: I write my own php scripts which track data also... I use that for ad tracking, referral sites/IP capture, together with defined get url data parameters and pass that to database/logfile or to autosresponder as hidden fields... There are a ton of reasons why I need to write my own scripts.... Mainly to get greater granularity on campaigns e.g. which ads yielded the biggest sales (hard to track hence use own script) which is different to which ad yields the largest number of visitors (easy to track can use analytics), which rerferral site is providing the most email signups (hard to track hence use own script) etc...
Hope that helps!