I think Google Analytics has recently got better. Prior to this, I used to think DeepMetrix (now MSN's) was the best, but I now have doubts that Google's Urchin has re-set the standards in analytics. It does almost everything for you, comprehensively.
Ron Angel, I believe that if you adopt a footer in an includes and propagate that throughout your website pages, you would just need to
add the javascript code in only ONE place, and that's it!
I recently implemented this for a client,
PressEdge, just look at the source code of any of it's pages, and you will see it there, but it was done in just one file, and it's an ecommerce solution.
Otherwise, I'm afraid you would need to add the code to each of the page you want to collate analytics for, that goes with any analytics code. I wish you the best :).