ClickDensity, launched in July 2006, is the first to publicly offer Heat Mapping of user clicks. This allows any website to track every click that a user makes on their website, and view a visual overlay (called a heat map) of where those clicks where on the page.
With this data you can quickly see the effectiveness of a design, measure click trails, and much more.
Implementation is a snap, you just add a couple of lines of javascript to the bottom of every page you want to track. That's it! The service looks very impressive at an affordable price.
Every website looking to gain insight on user behavior should look into this.