Howdy - new here, but thought I'd jump in on this one.
I agree... I'd rather not see lightly veiled ads filling up the forum. I'm sure there are websites where analysis has been done on tools of this type that offer comparisons and suggestions. What I'd prefer to see are links to websites that do this kind of work for us... and with luck, without kickbacks from the companies they are reviewing.
Just curious, how can anyone answer this question without plugging the company? Wouldn't the answer be a company or product?
iWebTrack (hosted web stats provider) has conversion tracking built in, which I use for Google AdWords, Overture, and all of the other places I advertise, you might give that a try, but I don't really know of any programs that do this stand-alone.
There's a free, open source project called php open tracker. It had a plugin for conversions; I just downloaded it but it looks promising. I've also developed one that just writes a cookie upon first visit and then retrieves it and writes it to a db when they purchase... It's pretty simple to make but all the reports can be tedious to write in php... The best solution would be combined stats and conversions, something that can get expensive, especially on hosted products.
Building your own is the best solution for anyone who is going to have a significant amount of volume. That way you can track long term conversion, and conversion to things you didn't put tracking gifs on.