I know Adwords has a tracking that you can put on your site, but from what I understand it wouldn't be an accurate calculation for a online store. Google tells you to put in "their" code at the confirmation/success page of an online store. So if anyone actually buys something the code would auto increment and send that data to Adwords. Now Adwords would take the data and calculate it with how many clicks you received for your website and find the ROI?? It doesn't seem accurate because I could have customers that didn't click through an Adwords link, but it will still be caculated in the equation. Is it possible to actually track the IP of the person who clicked on the Adwords link through the "server log" or "awstats"? With the IP I can then match it up to the IP of the person who made a purchase. Eventually I will figure out if Adwords is really helping my site or not.
It seems they use cookies to identify the customer. I.e. they set a cookie when a visitor clicks through to your site, which contains data about the search term, URL, date, etc. When a user reaches your Thanks page the tracking code checks the cookie. If the cookie exists Google takes the data from it and adds them to your AdWords convertion stats. This way it should work. However from my experience it doesn't work properly - I have much more "leads" as identified by Google, than I have actually.