While Google Analytics is certainly still useful for tracking your website performance data, at this time it isn't able to track your AdSense clickthrough data, nor is it integrated into your AdSense account. We're working hard to add new functionality as quickly as possible, but are not able to say at this time whether an integration with AdSense will occur.I am actually exploring different methods to track visitor clicks in Adsense units. Google Analytics looks like the best available option to track visitor clicks since both the products come from Google. And Google has clarified that it would not violate the AdSense Terms and Conditions to use Google Analytics to track outgoing clicks.
If the above method sounds a little complex, you can try adsense clicking scripts that work with PHP, ASP or VBS. But you need access to the webserver since all these script require a external database to store click tracking data.