If you’re using Movable Type or another program that uses multiple pages to store your blog, be sure to put your visitor counter(s) on every page.
Every now and again, I notice new blogs or ones that have recently moved off of BlogSpot where the only counter is on the main page. This will fail to count any visitors who come over directly to a permalink to a specific post which, if others are linking you, should be a substantial part of your traffic.
Update: Don Sensing just reminded me of another: Put the code for your SiteMeter outside of your table. (Mine is centered at the very bottom of the page.) Doing that will allow the rest of your site to load. Indeed, it’s best to do that with any outside scripts, like your blogrolling.com powered blogrolls. Kevin Aylward gives some technical explanation here.