I would like to know when you click on a Google Ad, some sites display the GCLID in the url and some do not. Is that mean the site with Analytics installed would have the GCLID in the url?
This doesn't really answer my question! Of course I know it's for the analytics, but my question is, if the site doesn't have analytics installed then would that show up when someone click on the ads?
It's an account setting - you can choose to have GCLID on or off. Not all of my campaigns have analytics code attached, but since it's an account setting, all of my links have the GCLID appended to them.
If the traffic comes from your AdWords account, and you have the GCLID tag setting turned on, then all clicks will have the GCLID appended to it - regardless of whether or not you actually use Google Analytics.
It is an optional setting If you turn it on, your URLs will automatically have the gclid appended to the url. You can still use google analytics and adwords and not have the gclid appended Read this https://adwords.google.com/support/bin/answer.py?answer=55462&query=gclid&topic=&type=f& onclick=