Just to add my two cents... I'm not a big fan of the Facebook insights. They aren't very user friendly, and are not in real time.

What I really wish is that FB would add something that would ping me everytime someone interacts with my page (leaves a comment, becomes a fan, etc) so I wouldn't have to just check it on my own.

Actually, there is a way to do this!

Go to facebook.com/insights - you'll see a list of pages for which you are an admin. Click 'view insights' for the page you're looking at. Click 'view details', then scroll down to 'Activity' and see 'Tab Views'.