PayPal Donate Plugin for WordPress Widget Support is a WordPress widgets plugin which can be used to insert PayPal Donate Plugin for WordPress code in your WordPress sidebar without knowing HTML code. You do not need to open your theme editor, just drag and drop it into your sidebar.
What is PayPal Donate Plugin for WordPress?
PayPal […]

Text Ads Link Widget for Wordpress Sidebar is a WordPress Widgets which can be used to insert Text Ads Link code in your WordPress sidebar without knowing HTML. Just open TLA widget, drag and drop it to sidebar.
What is Text Link Ads?
Text Link Ads is a program where you sell your site space to advertisers. […]

There have been 3rd party javascripts that track adsense clicks out.
I just found some articles about it.
These following articles are about using Google Analytics to track adsense clicks.

Tracking Adsense Clicks with Google
Track Google AdSense Clicks via Google Analytics - Free AdSense Tracker
Forums Digital Point
jensense.com

Google Analytics basics
This tracking is done through “Goals”. A goal is a […]

StatCounter is a free yet reliable invisible web tracker, highly configurable hit counter and real-time detailed web stats. For more detail please visit StatCounter website.
StatCounter Module adds the StatCounter tracking system to your drupal website. This module is modified from Google Analytics Module by Mike Carter.
Requirements

Drupal 4.7
StatCounter Installing Code

Installation
Copy the ’statcounter’ module directory in to […]