To really understand how your visitors interact with your website, you will need advanced analytics. I recommend Google Analytics. If you already are an Adwords advertiser, you can use Google analytics from the Adwords interface. Google purchased Urchin software in 2005, and immediately made it free for Adwords advertisers. Urchin is a very powerful software program.
If you spend any money on Google Adwords, you are flying blind if you don’t implement conversion tracking on your order confirmation page. This allows you to find out which keywords and ads are responsible for the most conversions. With this information, you can bid with confidence knowing that you are buying clicks that will convert on your website.
Website Optimizer works with Google Analytics to split visitors between various versions of your control page, and then tracking them through the conversion process. You can test various versions of the headline, or perhaps three different banners. This is all done dynamically, and the conversions are tracked and projected conversion rates displayed.