Google Analytics for WordPress easily adds your Google Analytics tracking code to all pages within your blog. That’s it’s main functionality, it adds the following nice extra features as well.

Tagging outgoing links

This plugin adds the possibility to tag and segment all outgoing links, so you can see whether a click came from a comment or an article. You can choose where it tracks those links too! It also adds the possibility to track just the domain, instead of the complete link, so you get a better view of how much traffic you’re sending where.

Tracking downloads

This WordPress plugin gives you the possibility to track downloads with Google Analytics based on a set of extensions you specify.

Tracking AdSense clicks

By enabling AdSense click tracking, your AdSense clicks are tracked to /outbound/asclick.

Tracking image search keywords

Adds the possibility to track all image searches as organic and collect their keywords.

Adding extra search engines

By default Google Analytics only tracks a select group of search engines, which might not include your local big search engine. With this plugin, you can add extra search engines to those Google Analytics tracks by default.

Pricing: Free
Requirements: -
Source: http://yoast.com/wordpress/google-analytics/