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This is the seriously awesome talk Coda Hale gave at GitHub's CodeConf in April, reprised at Pivotal Labs in June. The live video isn't the best quality, but the quality of the talk more than makes up for it. And the slides and audio are just fine, so no worries about watchability.
Twitter's "commons" library also features a very good stat package. Presumably used by their own services. It's designed for the JVM, so should work with any JVM language. See http://twitter.github.com/commons/

Have used it successfully implementing stats/metrics in Beaconpush, a real-time user presence server (http://beaconpush.com).