Because of Sitemeter, I can see where my blog hits are coming from, even what search terms they used if they reached my blog via a search engine. I can't see physical addresses or phone numbers or anything that revealing, and unless I know specific things about your system, I really can't tell if it's you. I can usually guess that the daily hit coming out of Southlake, Texas is my mom, and that the hits from Ada, Oklahoma are my aunt. I also know my best friend Cindy's IP address so I always know what time she logged on, too. But for the rest of you, it's a crapshoot and it's likely I have no idea that was you visiting my blog.
That being said, it's kind-of fun to comb through the Sitemeter statistics and see funny things like what search parameters were used to reach my blog. Usually it's something like "Famolare shoes" (which I have posted on in the past) or "Haitian recipes" (which I have also posted on).
Tonight might've seen the oddest one so far for me. A Google search for "homemade shocking toy" brought up my blog as the fourth one on the list.