internet - Monitoring Google Analytics

Knowledge is power, goes the old saying, and for an online life search is knowledge. Today I'm no longer missing the plop of the daily papers on my doormat, as Google, MSN and Yahoo are defining my horizon today.
The arrival of a new Google-tool like Google Analytics seemed a nice addition to the tools I already use to monitor traffic to this weblog, including Google's own Adsense. Like Edwyn Chan I like their there Geo Map that visualizes your readership.
There is only one problem: Google Analytics gets only one third of my traffic, compared to other systems. Even Google Adsense that would filter out part of the traffic, signals many more hits. There are more strange observations. It was not amazing that most heavy traffic is coming from Beijing and Shanghai, both in the hundreds of visitors. Stranger is that Hong Kong is not mentioned, while Macao has a few hits. Taipei has at least a few hits, but Tokyo is lacking. In Australia only Sydney show up, while I got emails from other parts of the place. Google Analytics says that a quarter of my visitors is returning, other monitoring systems say more than half.
It is simply not doing its job: perhaps I need to be patient. Any more observations?