There are two products that I have some experience with and can recommend.
HavenInternet(
http://www.haveninternet.com/live_stats.htm) has a product that allows you to track your visitors from start to finish.
The other is LiveStats from DeepMetrix (
http://www.deepmetrix.com/) which a lot of hosts will supply for a few extra dollars a month. Though from my experience their hosted solutions have slightly more accurate tracking.
The big issue with tracking user paths is that you don't get a real clear picture when just using your log files, so programs that rely on the logs for path tracking Ive found to be fairly useless. But services that use active tracking (cookies for example) are much more accurate.