In addition to tracking which page were visited,

• you can track the order pages were visisted in a session, and
• you can track the length of time between page visits.

With the help of JavaScript,

• you can get the user's screen resolution.

Via an ActiveX object, you could get any information about a Windows computer, including:

• installed software
• installed devices
• hard drive sizes
• hardware id numbers from devices that provide one

That's off the top of my head.