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Since as a Web user, I visit sites, and place restrictions on third-party cookies, and use a restrictive Hosts file to help keep my computer free of garbage, if I visit a site that takes me to a third-party counter site that wants to add a cookie and then return control to the site I am visiting, my visit likely won't be reported in your statistics because I refused to allow myself to be redirected over there. The free counters have to inject some form of advertising to make a buck, there may be some unsavory sites beyond your control that may have a poor Web of Trust rating that can have an adverse impact on my visit of your site.
If I were to place a counter on my site, I would want to install one or write a script that runs on my server to avoid third-party issues.
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