<p>What is the best way to detect if a user leaves a web page?</p>

<p>The <code>onunload</code> JavaScript event doesn't work every time (the HTTP request takes longer than the time required to terminate the browser).</p>

<p>Creating one will probably be blocked by current browsers.</p>

One (slightly hacky) way to do it is replace and links that lead away from your site with an AJAX call to the server-side, indicating the user is leaving, then use that same javascript block to take the user to the external site they've requested.
Of course this won't work if the user simply closes the browser window or types in a new URL.
To get around that, you'd potentially need to use Javascript's setTimeout() on the page, making an AJAX call every few seconds (depending on how quickly you want to know if the user has left).