I want to try out a few different ads, how do you make it so you know which traffic came from each ad?
There's programs that will do that for you, otherwise you have to build your own script to plant a cookie on each visitor and track them as they move through your website. Search around for AB Testing Software, Google has free one called the Website Optimizer. It's really basic, but it works. If you need something more advanced, try Vertster, and if you get really into it there is SiteSpect and Offermatica (they cost a lot of money though).
You can determine the traffic from each ad by having a unique landing page or a dyanmic landing string for each advertisement.