Referrer Detector is a fantastic WordPress Plugin which displays a welcome message to users depending on how they arrived at your site.
People arriving from Digg are asked to digg your story, Delicious users are asked to bookmark your page, StumbleUpon users are asked to stumble your page and Twitter users are asked to retweet your post. Visitors from search engines and other sources are asked if they would like to subscribe to your RSS feed.
Additional entries can be added to the plugin so that your referrer detector list is extended to cover services closely related to your niche.
You can set whether the message is displayed on posts and/or pages and determine the position of the message too. The message box can be closed by the visitor if you wish too.
Referrer Detector is a great way of welcoming new users to your website with a message customised to where they came from.
The plugin allows you to check stats of incoming visitors so can easily see where your visitors are coming from. I recommend trying it out :)