One thing that annoys me with Google analytics is that I my access from home shows up even though I have set up a filter.
But I found if In install the NoScript FireFox extension I can block javascript from google-analytics.com A nice way to prevent myself from showing up in stats for my own site!
Also this extension is quite handy to check and make sure that all your pages have GA code installed.
Finally this fun extension can generate reports right in FireFox.