I'll use both Getclicky and GA on the same site but each has it's faults. GA is definitely not behind 24 hours anymore, I've seen same day activity shown much sooner recently. GA adwords integration, custom reports, and goals are great, the only problem is it takes some time & expertise to get it all working if you want to really extend the power of GA.
Getclick is nice, does a solid job but over the years it's been a really slow progression of new features added, but cust. support is very good. In the end it's still a cheap alternative to get a snapshot of what's going on in past few minutes but no way do I use it to analyze history traffic patterns as I can in GA.
Other mentions, Woopra, Slimstat in wordpress are decent but like getclicky, pretty limited beyond your basic traffic stats.
Other than roll your own solution where you can control everything, especially if your dealing conversion tracking from multiple sources, it's tough to beat GA for all of it's features. Check out a few the GA books avaiable, definitely will expose you features.