Tested on: WordPress 3.1 RC3

I’ve been using this script on all of my sites since WordPress 2.3.0 … it just adds the standard Google tracking scripts to the footer.

// Add Google Analytics Tracking Code
function add_google_analytics() {
?>
<script type="text/javascript">
    var gaJsHost = (("https:" == document.location.protocol) ? "https://ssl." : "http://www.");
    document.write(unescape("%3Cscript src='" + gaJsHost + "google-analytics.com/ga.js' type='text/javascript'%3E%3C/script%3E"));
</script>
<script type="text/javascript">
    try {
        var pageTracker = _gat._getTracker("UA-XXXXXXX-X");
        pageTracker._trackPageview();
    } catch(err) {}</script>
<?php
}

add_action('wp_footer', 'add_google_analytics');