I am running wordpress on two domains so i get details of stats through the WPStats plugin, also i check my hosting stats page and google analytics. When I compare all that to Google Webmaster tools stats, especially the "Sources" or backlinks my domains received, Google webmaster tools is very inaccurate or maybe doesn't update itself as the other tools do. I've been receiving clicks from certain domains which google webmaster tools doesn't even list.
At first it takes webmaster tools a while to collect the data, usually up to a few weeks for new sites and then it is usually a few days behind what is happening. Whilst webmaster tools may not show all the links you have the purpose is to show you how the google search engine views your site. So do not ignore it if it is not showing everything because google may just not notice those links, look at the links it does notice and if you are trying to boost your search position build more of those links. Some links, like those made in Disqus comments usually don't show up because google doesn't read javascript of jquery, I think anyway, maybe someone else knows more about this than me?