I've been using the BodyMedia FIT (http://www.bodymedia.com/) to get detailed stats about my fitness level -- calories burned, level of physical activity, sleep quality and duration. As a data geek, it's made all the difference in my motivation to stay fit: I feel a level of control and certainty about my fitness decisions, now that they are informed by data.
Scott Hanselman referenced http://www.fitbit.com/ (hardware for $99 instead of $150 to $250) and http://www.loseit.com/ (tracking software currently free in beta instead of $13/mo) in a recent blog post about continuous improvement measurement.
That's cool, but the BodyMedia is in actual contact with your body. The determinations it makes about calories burned factor in body temperature and galvanic response. AFAIK, the FitBit is a wireless pedometer.
True, you do have to spend ~$7/mo for the subscription, unless you hack it with Python (there is a module for interfacing with it over USB.)
