I did like the RSS feeds from clicky. Not enough stats services offer RSS feeds for their data.
Giving away a SEO "secret" here, but I think its a good example of how nice having RSS feeds are for statistical purposes, and would hopefully make more people want to try Woopra.
One nice use of the RSS feed for say, referrers is that you could set up a Feedburner feed with the Referrer RSS feed as the feed location. Then turn on the Pingshot feature within Feedburner to notify robots when you received a new referrer. Good to make sure that robots don't miss any backlinks, especially for Technorati's authority index.