There is a lot of noise about companies like facebook, google tracking users across websites. It is critical for them to know more about users and their taste.
It is even more important for startups to track their users. If they learn something is wrong in their workflow. It can be corrected immediately. One such example is, users leaving the site at step number 2 of their registration process. The earlier it is figured out, better it is. since you can save a lot of other people from committing the same mistake. There are several services which let you track users.
I found mixpanel very good. They believe that tracking webpage is useless and its no longer useful in this world of ajax/single_page applications. They provide us hooks which could be attached with events on our page and the report is beautifully shown in the admin console. Here is a screenshot of one of my application.
It assigns random names for Guest visitors and if the user is logged in, we can push users name or some other unique identifier. Tools like mixpanel is taking analytics to the next level.