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I pay for and prefer KISSMetrics, and also pay for Mixpanel (a separate project).

KISSMetrics, visually, kicks ass. What sucks about it? It's not real-time. No simple real-time data export/querying API.

The latter is nearly a show stopper. I mean, really? No export/querying API?

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Just curious, but what makes real time so important to you? What do you do with your data instantly that wouldn't be better served rolling up over a longer period of time to remove any noise-iness and natural variability in your data? I'm genuinely interested in your use case.

Also - KISSmetrics allows for data export to an S3 Amazon bucket in JSON format. http://support.kissmetrics.com/apis/data/data-export-setup

~Disclosure: I work at KISSmetrics.

I've also heard that KISSMetrics is more about identifying people rather than data points, so it makes retention and user-based events easier, but it seems mixpanel does that too, so I'm not sure.

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