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Google analytics - free and good to begin
Webtrends, omniture, hitslink etc but all of them are paid from50 USD to50k USD depends on your requirements.
If depends on the type of the data and business insights . If you are planning to analyze bigdata , here are commonly used techniques. Statistical techniques and methods,Data visualization,Automation,Semantics &Predictive analytics .
Here are some free tools.
Google anlytics: To analyze the traffic and behviour of users on your website. Which campaign is working more effective and which need more optimization.
Google webmaster tools: To analyze your website problems and tracking where are you standing in search engine.
Bing Webmaster Tools: Give you traffic and keywords position. Also help to analyze website problems and fixes.
Hope this will help you.
Thanks