Welcome to WebmasterWorld Guest from 188.8.131.52
Yes, My websites currently do this.
Well, I give the user an ID number. I then store that in a cookie for 24 hours. I then take the first referer and story it in a database. Then start logging each page that the user looks at. Easy to assemble a trace of what they did by the datastamp of each click.
Then I have an admin webpage that shows users and allows me to see the path each user took. I can also see how many people take each path. You will notice lots of people go two steps in then vanish. You want to really watch them and see if they go to the order page then back out to product pages. Shows they have questions or they are deciding.