Use shared memory (POSIX, System V, mmap or whatever you have available). Put a fixed length array of volatile unsigned 32- or 64-bit integers (i.e. the largest you can atomically increment on your platform) in there by casting the raw block of memory to your array definition. Note that the volatile doesn't get you atomicity; it prevents compiler optimizations that might trash your stats values. Use intrinsics like gcc's __sync_add_and_fetch() or the newer C++11 atomic<> types.
You can then write a small program that attaches to the same block of shared memory and can print out one or all stats. This small stats reader program and you main program would have to share a common header file that enforced the position of each stat in the array.
The obvious drawback here is that you're stuck with a fixed number of counters. But it's hard to beat, performance-wise. The impact is the atomic increment of an integer at various points in your program.