I noticed the other day that by looking at all my environment variables when surfing our website, I have some interesting cookies that get set by Google Analytics.
First off, they set a long cookie. It contains codes that mean nothing to me. But then you get to the good stuff. It includes referring source, if it was a referral, organic search or ppc, and also what the keywords used were. It all has to do with their goal tracking, but here's the real win.
By simply recording the entire cookie with each order, I can come back later and do analysis. If I see an order that is big or an unusual product, I can look at it closer and see where they came from and what the keywords were. I have also written a quick report that shows me all the keywords that converted to sales, broken down by engine with dollar amounts and number of orders. I've noticed a few that need some help on one engine or another pretty easily this way.
The real problem with any analytics package is getting the data you want out. If you can simply use someone else's technology to locate the data you should be saving, you can write your own analysis tools pretty easily. It appears that Google Analytics has done just that for us, getting some of the good stuff in an easy to access format.
All I can say is "Thanks, Google."