Google Analytics is a great tool for tracking your visitors - I use it for all my sites. But there is one problem - you cannot find the exact URL from which the visitor has come(the 'Refferer' URL). Well, they provide this data - but have hidden it in the menu.
To get this list, open this menu in the left side of the Analytics page...
Marketing Optimization > Marketing Campaign Results > Referral Conversion.
Now just open a site to see the incoming links from that site.
I have no idea why they have decided to hide this feature - I use this feature a lot.