Some of the stats counters will do this, but usually not the free ones. The only site that I have seen that will monitor traffic and also give sales and ad tracking in the same package is WebStatsGold . I have a friend running a dating site that uses it.
I am not sure if it will track a specific visitor through the site though. I know it does show the most popular paths taken.
It can show how many visitors came to the site and from where, how many purchased your product, give the conversion ratio, and even show the drop-out rate. It can also show how many visitors came from each of your ads and the conversion ratio for each.
It is not free, but cheap enough that even start up sites can afford it.
You might give it a look and see if that is what you are looking for. Hope this helps.
Regards
Bill
wfpeyton@yahoo.com
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