I would be suspicious of most tech talks on this. If someone is giving a tech talk on their analytics systems, they are either working at enormous scale (Facebook, Google), selling something (Splunk), or over engineering their system (many startups).

I second advice elsewhere in this thread. Log it into PostgreSQL. If you start overloading that, look into sampling your data before you look into a fancier system. Make sure you have identifiers in each row for each entity a row is part of: user, session, web request. If you're not building replicated PostgreSQL (which you probably won't need for this), log to files first, and build another little process that tails the files and loads the rows into PostgreSQL. That log then load advice is hard learned experience from working at Splunk.