I think the Analytics area has made big strides, but there are still some pivots that I would like to be able to measure. For instance, geographical stats are great, but I can't look at the geographical stats on a per-episode basis. Same for device statistics on a per episode basis, or geographical stats crossed against devices (i.e., everyone in the UK is listening on iOS).
While building a web app to sort this every which way is more work, one easy solution is providing a raw download of the data -- a row for every listen of your podcast, with all of its properties -- what episode it is, what device they are on, the date of the download, the location, etc.
I have to imagine this data exists, since most of it is available in the analytics at some level. Letting podcasters take the raw data and make their own reports would be tremendously helpful.