I use AXS (www.xav.com) on all my sites. It's extremely useful for determining the source of sales if you don't have a campaign tracking system in place, since you can basically backtrace each visitor from sale to where they entered the site from. It's a script, not a service, so it's hosted on your own site, and is invisible.
The problem with extreme-dm is that you don't get specific information. You get uniques and page views to report to potential advertisers, but you can't follow the paths visitors take through your site, track what sources lead to sales easily, and things like that..