Analytics & Testing
The gold standard for 99% of webmasters out there that want to understand where, why, and how traffic is coming to their website. Although some learning curve is required, it can be your #1 tool in identifying quick and easy fixes to exponentially increase your conversions.
A very popular and much simpler alternative to Google Analytics. With Clicky, you can have all the same data you'd normally see in Google Analytics but displayed in a much easier to understand interface that breaks everything down in layman's terms.
The one golden rule in online marketing is to never stop testing. Optimizely is a very simple A/B testing tool that allows you to create different page variations on the fly through a WYSIWYG editor. Highly recommended to increase conversion rates and sales.
Do you ever wonder what people do once they're on your website? Crazy Egg allows you to overlay a heatmap on any page of your website to understand where people click once they arrive on your website, thus allowing you to understand user flow.