I don’t usually plug a lot of plugins, but I’ve just stumpled on to (via Blogging Pro) a very nice little plugin for WordPress that gives some really interesting feedback on who’s clicking on what and where in terms of Adsense ads: Adsense Logger.
You’ve got the option of incorporating your acutal Adsense financial figures as well, but if you’re worried about security you dont have to. There are some bugs and features lacking though, for example it doesn’t track Adlink units, it confuses the ad sizes (all my ads were listed as the same size when they’re not) and it cant split your revenue up if you’ve got multiple blogs, but in terms of seeing what pages are returning clicks on Adsense, where people are coming in from and what ads they are clicking on, its invaluable. I know there are other products out there that offer similar services, but the best thing with this one: its free! Well worth a look if your running WordPress.