In addition to the considerations outlined in the post linked from Shaun’s reply, I have also written comments about stat comparisons in the past.
Currently I have AWstats, Google, Mint and StatCounter in play and after all were set up correctly (they weren’t at first), I’m getting numbers that are very close - less than 5% difference and often lower, among the four. My main site averages over 10,000 uniques per day.
The daily stats for Google, Mint and AWstats are especially close - StatCounter is lower because I didn’t automatically insert the StatCounter code into each page using Shaun’s trick of adding the google-analytics.com/urchin.js to the auto.php file in Mint. For more info on that trick, search this forum.
For those wondering why I use Mint in addition to the free services, I like the ability to customize Mint’s panes and styles, and that Mint updates in (almost) real time. I am also a beta tester for Woopra, and though it has a number of additional cool features and updates in real time, the free beta has a number of self-imposed stat limitations (currently 10,000 views per day). And though the country flag icons for each visitor are cute, the overall interface is ugly as heck.