Have been using Alexaholic for the past few months and was struck today by the fact that I check it once a day, making it more useful than many other sites on the Net. Alexaholic (not part of Amazon/Alexa) is a very simple "mash up" of sorts which lets you input up to 5 web URL's into a form and then it spits out the resulting Alexa Web Rank results for the past year, with the usual ways to further refine it. You can then save it as a bookmark and check it each day to see how your sector is changing.
There is a vibrant debate about how useful Alexa rankings are since I believe the service hasn't been included as a default option in a browser since IE 5.5, which means the data can be erratic when I dig really deep. However, everyone I know (bloggers, ad agencies, companies, etc.) uses it as an alternative free way to check site rankings, and given that I know exactly what our Meez traffic numbers are each day, I'd say that the Alexa rankings are at least directionally accurate, if not factually accurate on page views per day.
This means that Alexaholic is a good, but not perfect, way to track how your site is doing against its competitors on a directional basis. Where Alexa/Alexaholic definitely falls over is on client software like Rhapsody or on any type of site which is mostly behind a membership wall, but it's definitely worth trying out as yet another data source on the Net.