Most hosting gives some stats of course, but instead of paying for more detailed info by Statcounter or whatever, I've found phpmv2, which is a free opensource package. I've run Statcounter and phpmv2 alongside each other for a week on a website I maintain for a band, and they match up admirably well.
Your server must support php 4.3 and have MySQL database.
The stats are pretty detailed with pie charts, bar graphs and all the relevant numbers. Refererrers are included, as are ISPs, geographical info, as well as users screen res and a breakdown of their installed plug-ins.
It's easy to install and use too, even I managed it.
All in all I've been pretty impressed.