Have fould nice script that tracks clicks on your AdSense ads with Google Analytics.
Briefly:
How does it work?
Setup is quite simple. Small javascript file is added to your web page and that’s it. This script listens for ad clicks and reports them to Google Analytics (analytics code has to be already installed in the web pages). GoogleAnalytics interface is than used to interpret tracking results.
Big thanks to original poster and here is more details in the original article Tracking AdSense clicks with Google Analytics