I've also been using Mixpanel (http://mixpanel.com/) for tracking more nitty-gritty user actions.
Here is one example that is hard for us to convert.
Monthly Active Users on a sliding scale. This requires 30 db writes every time someone signs on. Which we could do with 30 calls to mixpanel for every user sign on, but we decided to cache the user being counted in the user field and use memcache to batch the stat to one of our servers that will automatically write 30 different entries based on the key.
On a serious note, I'd never heard of clickheat before - sounds sort of like http://code.google.com/p/image-tempest/, which was discussed on HN recently.
ewebcounter is my google analytics "sanity check" and real time resource, while userfly lets me view recordings of actual user interaction - VERY useful...