I track clicks with Google Analytics. The Ultimate GA wordpress plugin will do click tracking for links you have in WP posts and pages. It will not do it for coded links (banners, text links, etc) that are hard coded into the themes header, sidebar, etc.
Here is how to code the link for Google Analytics to track:
HTML Code:
<a href="http://somepokerroom.com" onclick="javascript: pageTracker._trackPageview('/go/somepokerroom');">
Then in Google Analytics you setup a goal:
/go/(.*)$
....as regular expression match goal and be sure to activate it.
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