As I was digging through some old documents I came across some screenshots from a mashup application that a co-worker of mine had created. The mashup combined analytics data from Google Analytics with performance monitoring data from Webmetrics. Here is a screenshot from the application:

perf-a-lytics mashup
The graph shows the performance of the application (the dark blue line) graphed against the number of page views (the light green bars). Normally, either of these data sets would be good data in their own right. But each set of data alone leaves certain questions unanswered.
For example, if we consider only the analytics data we have answered the question How many users are on my site at any given time? But a very important follow up question that remains unanswered is What impact does that have on my site’s performance? The addition of the performance data answers that second question. The performance data shows us that there is a considerable increase in page load time (roughly 4x more time to load the same page).
What about if we consider the performance monitoring data alone? In this case we answer the question What is the performance of my application at any given time? We can tell what our performance is but there the question that goes unanswered is; What impact does that have on how people use/access my site? The answer that we get by adding the analytics data is that people tend to leave the site when the performance degrades, that’s exactly what we see in this graph, as the users leave the site (most likely upset) the site calms down because of fewer requests. One other thing to note is that we also see what is the cause of a performance degradation. We see that the increase in users has resulted in an increase in page load time (because the server has to use the same amount of resources to fulfill more requests).
This is just a small example of what can be done by combining data sets. I would recommend that whenever you look at gathering data with a tool (whether it be analytics, performance data, etc.) you should make sure that an API for accessing the data is available. This will allow you to get more value out of your tool and also will open new doors to you as you add tools in the future.
Sample mashup courtesy of Lenny.