Analytics for Silverlight
Microsoft Silverlight Analytics Framework is supposed to be THE technique for Silverlight analytics, but unfortunately, it appears to be fading away. Even the tutorial videos on its home page are not available anymore, and no one seems to care.
There are other services such as PreEmptive that can be used.
The best choice may be making one's own analytics web services. WCF makes developing such service a job of no more than a few hours. With a custom analytics web service, one has complete control of what is logged and how.