This is a list of useful stuff. I haven't ordered it by its usefulness, or any other structured method, it's just the order I thought of them. Please don't read any more into it than that.
http://www.google.com/intl/en_uk/analytics/ Google Analytics. Its free and more powerful than anything you are ever likely to need. Get it installed on your website and start trying to understand its reports.
http://www.alexa.com/siteinfo If you are looking at the competition then well done. You can use Alexa to extract a surprising amount of information about your competitors sites these days.
http://www.linkvendor.com/ There are some more advanced tools on this site. Some useful, some not so.
http://www.kaushik.net/avinash/ The daddy of web analytics, Avinash Kaushik is very much a thought leader in website analytics and metrics interpretation.
http://searchengineland.com/ I like this site to keep upto date with what is going on. But with a lot of these sites, there are guest article writers - so read it, digest it, think about it and form your own opinion.
http://www.sethgodin.com I read Purple Cow by Seth Godin recently, it really starts to open your mind to what is and isn't exceptional marketing - I just need to find that remarkable product now.
http://www.bgtheory.com/ You can do a lot worse than read Brad Geddes - Advanced Google AdWords Book, then read it again.
