I've got a touch of stat OCD as well
At the moment I've got analytics, hittail, webalizer and awstats running and they are ALL different.
Although hittail initially seemed accurate it misses quite a few that analytics picks up. But there again some show up on hittail and not analytics.
I used to be on 1&1 too, they seem to have the most inflated figures, I know they don't separate out the search bot hits.
Once a month we go through all the stats and try to come to some sort of accurate picture, but at the end of the day all it's really giving you is a 'trend'. I have a friend who has a brain the size of a planet and he does something with the 'raw server logs', but even he says it's not 100% accurate.
We reckon analytics is about 30% off for unique visitors. Although the other figures it gives you (time on site, bounce rate, etc) are so useful it's still well worth using.