My Polar HRM downloads all that stuff, but honestly I don't train on such a repetitive basis that comparing one week to the next is that useful.

In terms of tracking progress, I have one ride that I'll do at least once a week. I know how much time it generally takes, so it's pretty easy to tell whether I'm improving or not. The only other metric I pay much attention to is what gear I'm using going up the big climbs. I've noticed that I tend to go up a gear a full week or two before see much change in overall time.