When stats are running they can take up a lot of resources. TGP servers are the worst because the files get so large. Urchin was never designed to run with other applications so I don't think it's the most efficient thing to have on your server. I still prefer the stats from Wusage which costs much less and doesn't seem to use as many resources.
Any stats package running on a busy gallery server can slow it down but it shouldn't effect the surfers if you're not doing any dynamic page delivery.
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