The one big thing that I’ve always wanted to see is analytics for usage, in particular referral tracking. So I’ve written code for that too :-)
I would recommend including the minified source for in your script/bookmarklet rather than loading in (another) external library (given the whole point of your code might be to inject a tiny bit of code). Then the call is simple:
gaTrack('UA-123456', 'yoursite.com', '/js/script.js');
I’ve posted the project up on Google code – though plan (at some point…) to move it to github with the aim to let other developers improve the script (i.e. it doesn’t track browser information as yet).
Currently the tracking is picking up the number of times it’s downloaded and from where via the referral information. This was pretty much all I really find important in Google Anayltics, but if you want to add more information such as browser info, screen res, etc – let me know and I’ll patch in the change.