Mint (http://haveamint.com/) is a very popular self hosted analytics package. Though depending on how strict your privacy concerns truly are you should still look into google analytics. Google doesn't allow you to store PII according to their Terms of Service. Though they do get various data, much of it would be hard for them to link back to a distinct user. With that said if privacy is still a top concern Mint is a great choice and many people even without the privacy concern are opting for it over google analytics.