The coolest feature is an overlay display which they’ll show your site and put the percentage of click-through for each link. With that you can get a good idea of what is getting people’s attention.
I’m using the Google Analytics for WordPress plugin by Joost de Valk which automatically takes care of things for a WordPress blog. I’ve added it to all the sites I administer (including this one, of course).
For those of you that knew about it but didn’t suggest it to me, harrumph. I could have had so much data by now and you know it’s all about the metadata.