Zita and spurkay I have 2 blogs - one accepted the Joost 'Google Analytics for WordPress' plugin ok but the other one just would not. I tried and tried and asked around but no luck. So I tried 'Analytics for WordPress' by tomatosoft on that blog and it was easy as - worked first time with no hitch.
Because I have 2 sites, each with different Analytics plugins, I've been able to compare the 2, relative, against Awstats (both on that in the same cpanel). As I explained above, the Awstats numbers are much higher than either Analytics ones, but....the tomatosoft are relatively higher than the Joost one.
I'm going to switch my plugin today so they will both run on the tomatosoft one and see if I get higher stats on the one which is currently on Joost.
Try the tomatosoft one - it's really handy to have Analytics info as well as whatever else you use. They give you keyword data, but so does Awstats. Analytics allows you to also see which words in your posts were clicked on, and how often.
About Keywords: I find that feedback data about leads from keywords not very helpful - way to low to mean anything - from all my sources: analytics, awstats, webalyzer, Alexa. I don't bother with them except to note that words like 'and' and your' seem to do well - unhelpful.
If you want to get a lot more info about your blogs, and other people's, check out an SEO Extension to put in your web browser. There's one for Google Chrome, and I use the SEObook toolbar which includes all sorts of info including the SEO for Firefox Extension.
As for spam comments, try the 'Spam Free for WordPress' I mentioned above - it's great, and I think it will stop your comment spam.
I also have 'Comment Reply Notification' plugin - I'm not sure if that is what you are looking for, but check it out. I haven't had any problems, and it's a useful service for your readers.
I don't have any problem about being informed of new comments (if that is your problem) - wordpress automatically sends me notifications of all new comments to the email address of my choice, set up in the Dashboard.
I'm sure the main thing is to get your site spam free, set up with good data collection from a couple of sources (I think one of those has to be Analytics), and then...just keep blogging. I've spent more time than I like to think about getting these basics working, but I've learned a lot in the process.