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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.
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.
The best solution would be combined stats and conversions, something that can get expensive, especially on hosted products.
We have been using hosted solutions for some time now and frankly we don`t find it expensive at all IMHO. It all depends on what ROI you have as far as I can tell.