FEEDJIT gives you real-time traffic data on your blog or website. No registration required and it's completely free. See where your visitors are located in the world, which websites they're arriving from and what they're clicking when they leave your site.
The above textcomes from their own site.
Details on: http://feedjit.com/
I am testing this new application now on this statistical blog as well. It is a Widget that shows the visitors how others get on your site. Other statistical programms have this information as well but mostly it isn't accesible for the visitors. Visitors can follow the same links as previous visitors.