I work at Keen. I know I'm biased, but I'm in love. We ourselves are users of SendGrid & Keen. I run our a lot of our marketing and I use our event data every day. This integration makes it extremely easy to run detailed analysis on specific emails clicks, opens, etc, down the user. And now I can run user funnels on it amongst other site data like pageviews, signups, etc.
Keen is a great data repository for event data.
Disclosure, I work for SendGrid and have friends at Keen - So I am biased :)