I'll attempt to do an intuitive analysis of why Mergesort is n log n and if you can give me an example of an n log log n algorithm, I can work through it as well.
Mergesort is a sorting example that works through splitting a list of elements repeatedly until only elements exists and then merging these lists together. The primary operation in each of these merges is comparison and each merge requires at most n comparisons where n is the length of the two lists combined. From this you can derive the recurrence and easily solve it, but we'll avoid that method.
Instead consider how Mergesort is going to behave, we're going to take a list and split it, then take those halves and split it again, until we have n partitions of length 1. I hope that it's easy to see that this recursion will only go log (n) deep until we have split the list up into our n partitions.
Now that we have that each of these n partitions will need to be merged, then once those are merged the next level will need to be merged, until we have a list of length n again. Refer to wikipedia's graphic for a simple example of this process http://en.wikipedia.org/wiki/File:Merge_sort_algorithm_diagram.svg.
Now consider the amount of time that this process will take, we're going to have log (n) levels and at each level we will have to merge all of the lists. As it turns out each level will take n time to merge, because we'll be merging a total of n elements each time. Then you can fairly easily see that it will take n log (n) time to sort an array with mergesort if you take the comparison operation to be the most important operation.
If anything is unclear or I skipped somewhere please let me know and I can try to be more verbose.
Edit Second Explanation:
Let me think if I can explain this better.
The problem is broken into a bunch of smaller lists and then the smaller lists are sorted and merged until you return to the original list which is now sorted.
When you break up the problems you have several different levels of size first you'll have two lists of size: n/2, n/2 then at the next level you'll have four lists of size: n/4, n/4, n/4, n/4 at the next level you'll have n/8, n/8 ,n/8 ,n/8, n/8, n/8 ,n/8 ,n/8 this continues until n/2^k is equal to 1 (each subdivision is the length divided by a power of 2, not all lengths will be divisible by four so it won't be quite this pretty). This is repeated division by two and can continue at most log_2(n) times, because 2^(log_2(n) )=n, so any more division by 2 would yield a list of size zero.
Now the important thing to note is that at every level we have n elements so for each level the merge will take n time, because merge is a linear operation. If there are log(n) levels of the recursion then we will perform this linear operation log(n) times, therefore our running time will be n log(n).
Sorry if that isn't helpful either.