I've uninstalled the Alexa toolbar. Not so much because it caused any problems, but after some time using it, I feel it's basically useless in determining a site's popularity. Take a look at this graph:
http://www.alexa.com/data/details/tr...zone.com#graph
Any guesses on when my two vacations (I wasn't on the site at all) were? If one user (me) can have such an impact, it doesn't speak well for the relevance of the technology...