Ewan just clued me in to something nifty: you can get HTTP referrer data in your sharepoint site, just go to http://server/sites/nameofsite/_layouts/1033/usagedetails.aspx.
To get there in the UI:
Although it doesn't give me quite the depth of detail I was hoping for, it's still quite handy... for example, since all the users of my intranet site are authenticated, I can even see the names of the people who visited the site and when. That helps me determine if the site is sticky enough. And of course, as a blogger I always find referrer data fascinating.
(BTW, I'm using Office SharePoint Portal Server 2003)