Ash Maurya wrote this great article on actionable metrics: http://www.ashmaurya.com/2010/07/3-rules-to-actionable-metri...
In the end I think it depends on how you want to use the data.
Here are a few things that I find useful:
- calculating your ROI on customers by correlating marketing efforts with key metrics. Google Analytics is good for this as you can basically identify the customer origin with a marketing campaign and how they convert for key metrics.
- full funnel perspective and cohort charts for AARRR metrics (http://500hats.typepad.com/500blogs/2007/09/startup-metrics....). KISS Metrics and Mixpanel are great for this, but I still haven't found anything that does the Cohort diagrams that well.
- experimenting with messaging using A/B testing tools like Visual Web Optimizer (http://visualwebsiteoptimizer.com/) which has it's own analytics.
- retention email marketing is great with Customer.io (http://customer.io/) but I have fairly limited experience with that.
Other tools include Statsmix (which I think is under-represented); it is pretty good for collecting custom event data.
Once you have the money for it, tools like Pardot are great for marketing overall. We just implemented this so I still don't have much experience with it personally. It's a full marketing automation tool and has other competitors with higher price tags.