Importance:
AWA
AdWordsAdvisor lists some thing to consider when trying to track clicks for Google AdWords.
AdWordsAdvisor Says: [
Link to quote]
When you see discrepancies between your tracking and the reporting in your AdWords account, here are a few factors to consider:
* Impressions and clicks reported in your stats come from Google's servers, which host your ads. Before being delivered to your stats, both impressions and clicks are filtered for possibly invalid patterns of behavior.
* Your server's web logs are more reliable for comparisons than third party tracking will be.
* Some tracking programs may not register clicks that occur while the destination site is down.
* Some tracking programs will have limitations on the kinds and sources of clicks that they report.
* Your ads can display on a network of search and content partner sites, literally numbering in the thousands. So while the ads originate from Google, your tracking may not reflect this.
* Time discrepancies between different tracking programs can throw off comparisons of clicks. All AdWords reports are on US Pacific Time.
* Stats reported in your account typically run about three hours behind in the Campaign Summary page, and possibly more in individual campaign and Ad Group pages. So this delay must also be factored in.
* Third party tracking may filter out visits from your own IP address, while AdWords does not.
I probably missed a few, but I hope this'll help clarify things a bit.
AWA