Getting hands dirty - log files
Here is a minor rant:
Open a log with Excel (space delimited), sessionize it by sorting on IP/UA or cookie or whatever, and look at individual visits carefully. There are a lot of things to look at, but landing page redirects, GET/POST actions, status codes, and cookie consistency are four big ones that pay off most of the time. Of course, check whether the important fields are being logged, perid.
For maximum benefit do this: go to the site yourself, perform all the important-to-know-about actions, and examine your own visit to make sure that the logs look like what you expect. How to find your own hits? You can find your own IP (use ipconfig from command window, usually) or do it this easy way: when you arrive at the site, refresh the home page --- but FIRST add something to the home page URL in the address window - like the parameter "special=chris-g-tracking-visit". Then just search for that string in the logs and you'll be able to pull out the rest of your visit using the cookie or IP field.
A variation on log-diving is creating a test log, small and 100% understood by you. It's the fastest way I know to debug the more difficult reports like campaigns. It's also the fastest way to understand the more bizarre statistics in WT like the "Most Recent" ones. (If you make one, make sure you have an extra last line that is a day later than the next-to-last line. WT won't analyze this fake line but it's critical to have it there.)
End message: garbage in, garbage out. Open that trash can and get dirty.