FWIW, I had to abandon Urchin, which I had used for years on my dedicated server, during a recent server move / upgrade. It has not really been developed since Google took it over and based GA on it, and it was no longer compatible with the newest version of my chosen server OS. If I had shared hosting which offered it, I might consider emailing their tech support to ask about long term support for it.
I really liked it before that. It always had different stats from other analytics packages I've ran but it was much more detailed, it showed about 10% lower than my other various stats packages. Urchin works best with the java code bits added into your pages, but provides truly excellent stats without it which is why I had used it.
Also, sometimes internet connectivity problems between a user's browser and google (normally the user's ISP) will significantly slow loading on pages with the google tracking code. This happens to me at least a few times a week, though if its a problem for a visitor they're probably use to it.