Once your website is running you will be probably be interested in who is visiting your blog, where do the come from, etc. So you need some statistics about your visitors. I can recommend the web metrics package from Google, called Google Analytics. While it is not too complicated to insert the code you will need for using Analytics, I can recommend the WordPress Plugin Google Analyticator from Cavemonkey50. It inserts the code either to the header or the footer of your blog. I would recommend (as for all external scripts) you should insert the Google Analytics code in the footer by enabling the option “Footer tracking code”, so slow or unavailable Google servers will have almost no influence on your website’s performance.
Timo Aden, responsible for Google Analytics in Northern Europe, is writing (in German) a blog about everything concering Google Analytics (http://www.timoaden.de/ [de]).