I use both Mixpanel and Intercom.
Mixpanel has been excellent at showing marketing metrics in a typical SaaS funnel (Attention - e.g. visitors/locn./browser a consumable Google Analytics, Acquisition - e.g. did the visitor click the sign up button and become a new user, Retention - how often did the user come back). Mixpanel also has cohort analysis - users that signed up on a certain day, how long have they have been active/inactive and by extension you can calculate the churn. Depending on how you instrument your Mixpanel you can track user activity and understand product engagement. So if you release a new feature and there is no clicks on it, Mixpanel will show you that and you can remove it.
Intercom overlaps with Mixpanel in providing Acquisition information and Activity information (number of sign ins, last sign in etc). What is awesome about Intercom is the messaging feature. You can simply select one or more users and compose your responsive email (and you'll be shown a window on how the email looks in a mobile device) and send the email and track email metrics. To a product manager or customer success person at a SaaS business this is a great way to communicate with users. Intercom also has auto responders. So you can send welcome emails after a sign up (Mailchimp!).
In my opinion, Intercom is heading towards combining Mixpanel, Zendesk and Mailchimp all in one in the most elegant and practical way I can think of. Mixpanel and Kissmetrics are very similar.
(a self-plug: at kanban2go, we open sourced our mixpanel rails engine here: https://github.com/kanban2go/mixpanel-rails)
