I am using W3 Total Cache (or WP Super Cache, HyperCache, etc), and it looks like Slimstat is not tracking all of my visitors.

Go to Slimstat > Settings > General and set Tracking Mode to Client Side. Don’t forget to invalidate/clear your plugin’s cache, to let Slimstat add its tracking code to all the newly cached pages. Also, if you’re using W3 Total Cache, make sure to exclude wp-slimstat.min.js from the minifier: our code is already minified, and it looks like W3TC breaks something when it tries to minify it again.