you can run utstats from home pc using
xampp or
wamp , if you set your security settings correctly you can make them available to the outside world as well.
better to have a cheap godaddy.com account though for stats/redirect etc imo.
but good for testing those other 2.
can easily setup mysql db's and everything.
maybe this will help;
http://www.tinkertech.net/tutor/wamp/index.html