Google analytics has been slow but listening to user requests often.
I remember early last year I did a comprehensive comparison between google analytics and PIWIK , which at the time offered real data. A lot of people in the Analytics including Avinash kaushik mentioned PIWIK as one product offering real time data. This feature is quite nifty but at the same time does not yield instant insights.
I think over the course of time, this will get much better offering real time info on user patterns and what people are doing and clicking on your site. This is of course after a user permits being tracked.
