Ad-Servers seem (and do) know a lot about the use who is visiting a certain webpage leveraging Behavioral and Contextual Targeting. I would love to be able to keep track of that data as well. In particular I would like to know:
I would like this information on a per request basis (not a daily summary)
What is the best way to accomplish this?
Thanks!
There are vendors who specialize in characterizing your Site's traffic. Very roughly they work by finding the closest match to your Site from among a large population of Sites in which they do in fact have detailed demographic data. To improve the matching, some of them give you a javascript snippet to insert into your Site's pages to collect user data and send it to their servers (more or less like web analytics code).
Quantcast is such vendor. The link i included will take you to their page that displays sample audience demographic reports.
Crowd Science is another.
Neither of these are free (though they might have a freemium service, i don't know.
Alexa, on the other hand, is free and offers similar data; just enter your Site's url in their textbox, then when you get the results page, select the Audience tab.
Doug's is a good answer, but Google Analytics now gives you this too, based on their acquisition of DoubleClick. So it's free.
Google Analytics Demographics & Interests
Note that no matter who you get this information from, the information is based on cross-site information. This is based on "third party cookies" which many users turn off (sometimes without knowing they are doing this) depending on their browser's security/privacy settings.
Age and Gender: Ask your users. Geographical Info: Use GeoIP targeting.
