The answer by Muhammad Reda is actually not very good: On a Drupal site, you want to insert additional javascript using the drupal_add_js function inside the THEME_preprocess_html function in the template.php file. Doing so allows you to properly cache your site. Specifically, this is how it would look:
<?php function THEME_process_page(&$variables) { $ga = "var _gaq = _gaq || [];\n"; $ga .= "_gaq.push(['_setAccount', 'UA-XXXXXXX-X']);\n"; $ga .= "_gaq.push(['_setDomainName', 'example.com']);\n"; $ga .= "_gaq.push(['_trackPageview']);\n"; $ga .= "(function() {\n"; $ga .= " var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;\n"; $ga .= " ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';\n"; $ga .= " var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);\n"; $ga .= "})();\n"; drupal_add_js($ga, array('type' => 'inline', 'scope' => 'header')); } ?> Be sure to replace the UA ID and website name with your own. Also, be sure to rename THEME to your theme and clear the cache when complete.