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I find this is the most accurate tool to find out what kind of information your visitors like best - and I just have to know where to extend the content in this area. It is often quite surprising, too.
So any features you like in particular?
My favourite Analytics feature is viewing all traffic sources, looking at the Goal Conversion percentages for the sources that bring in the most visits.
It allows me to see which of our high traffic referrers, actually convert visitors the most. Definitely useful knowledge if you're thinking of renewing your advertising on a particular website or not.
Also the interface looks pretty neat and clean to me. "$ Index" value of a page is something very useful.