Clicky lets you attach custom data, such as usernames, emails, account level, or anything you want, to visitor sessions. This is generally used for web sites that have a login system, so once someone has logged in you know who they are.
This does require moderate programming capabilites to implement onto your web site, but if you have the ability, it is hands down one of the best features.
Custom data documentation is here
Without custom data, the visitors list is pretty boring. Just generic IPs and company names.
Attaching data to sessions brings life to your analytics reports, as you actually know who every person is. They are not just an IP or an organization, but an actual person.
The main custom data report, summarizing your top custom data logged.
You can click on any of the items in this report to see the visitors with a particular key/value attached to them.