I was having a problem getting stats working too. This is what I did to fix the problem.
1) Switch to the default wordpress theme
2) Log out and clear all your internet browser history
3) Get to your website and log in, go to the blog stats tab and then log in using your wordpress.com username. At this point with the default theme you should see at least one hit to your website. It happened right away for me without waiting or refreshing the screen (I’m not sure if this is normal or if you may have to wait a few minutes).
Once you verify the default wordpress theme works, switch to any other theme, but make sure your theme has wp_footer in it. My theme ended up not having it in, even though I was sure it was there, when I looked again it wasn’t. I modified my theme to be just like the default theme, in which the very last line in my index.html/home.html/archive.html/etc is the PHP call to get_footer.php(i.e. “<?php get_footer(); ?>”), and the very last lines of my footer.php file looks something like:
</div></div>
<?php wp_footer(); ?>
</body>
</html>
Good luck.