Clients often ask me about adding web counters to their web sites. When the Web first came out people would have numbers at the bottom of their pages showing how many visitors had visited the page. The trouble with this was that often these people would have their web site as their main browser page throughout the company. Then, every time an employee would open up a browser the page counter would be updated, giving skewed results.
All of has changed with the availability of new tools such as Google Analytics.
Google Analytics also tells you the difference between new visits and when a person moves from page to page on your web site.
Paul Boag also lists some good tools you can use for this on his blog http://boagworld.com/forum/comments.php?DiscussionID=20 . His information as well as the feedback from his users will give you some other web stat tools that can help you judge how effective your web site is.