Attribution and tracking are very hot topics and there is an absolute boatload of articles and services around to help you solve the problem. You are not alone! :)
The service fuelurmind dropped (welcome to WebmasterWorld fuelurmind) is one of many businesses tackling the problem with dynamic phone numbers. ewhisper has mentioned these things to me before.
It isn't a blackhole - it just seems like that sometimes when you are starting out.
arieng's comments on last touch attribution highlight another burning debate in the PPC field.
Do some 3 or 4 word queries on Google using the terms that stick out to you in this thread and I'm sure you'll find heaps to digest. (Not permitted to drop links here)