I track all three on most of my sites (Google, Yahoo, and MSN). You can install the Google Tracking Module (Simple Google Analytics) and still install the Yahoo, and MSN tracking codes.
The key is, you will have to manually insert the Yahoo and MSN codes into the proper pages for them to work. And furthermore, if you want to dynamically include order totals etc.. into the mix, then you'll have to custom code that using PHP.
Finally, you'll want to make sure you account for both Secure and Non-secure connections, and dynamically utilize the proper tracking code based on that (https:// vs.
http://). I like to use the standard PHP function to detect secure vs. non-secure connections to do that.
The file you'll want to add the information to are the tpl_main_page.php page (within your custom directory). I don't even include it on the checkout success page because I try to keep the code in the fewest locations.
What I do is create an if then statement that I include on the tpl_main_page.php page. It dynamically checks the page name (to determine if it was a successful sale or not and therefore add the proper "conversion tracking code" if so) and also checks the https vs/ http connection to include that proper code. If you don't account for that, then users will get the old message "some things on this page are not secure ... do you want to continue?" and you don't want that as it can decrease conversion beyond all belief.
Hope that helps.
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