WebTrends is one option to choose, now they not only have a software
-based analysis package but a browser-based option as well.
Some web hosting
providers provide WebTrends (although not many that I have found lately) which is designed specifically for their users.
Essentially it allows you to track where the visitor is coming from as well as where they go within your web site, which pages they visit, in what order, which page they entered from, using what search engine, using what keyword, etc.
Depending on your back-end (CC Processing), you may be able to pass something into the order processor to link up referrer into the order information to track the sales.
Also, if you're using PPC there are a few other options, simplest is when you are creating a keyword entry to use a query string to tell you which SE & Keyword the visitor is from.
For example, mysite.com?o.weight_loss (overture: weight loss