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Shawn Hogan from DigitalPoint has created a handy script for those using Google Analytics who want to track their AdSense clicks as well.
You can get the javascript and all the implementation details here.
I have not tested it out yet, when I got back from PubCon, they had closed it to new users 
So I will not be able to do any testing with this until it reopens for new users.
Forum discussion at DigitalPoint.
I’ve tested it and it works fantastic. The data received from it has been amazing and I’m currently testing modifications I made to allow tracking of YPN, Chitika, and Amazon clicks as well.
SEOBook’s one works with firefox.
http://www.seobook.com/archives/001370.shtml
I always thought that was the motive behind the purchase.