As with most services on the Internet, Clicky is free, up to a point. If you want to manage more than one site in your account or want to show off some real impressive heatmaps you need to upgrade.
Easy to install, good support for multiple platforms of CMS and mobile devices.
Frankly, I run both on any website that is worth running analytics on. Clicky Web Statistics will show you data that is a little different than what Google Analytics will get you. If you use these two tools in conjunction with Google Webmaster Tools and Bing Webmaster Tools you will be collecting some really useful information on how to improve your keyword impressions and rankings.