Have any of you guys used OpenX ad server? Is it any good or is there a better one to use?

I have used it. It's pretty good, however, it is a resource hog. I suggest their hosted version though, it's free up to a few million impressions which is more than enough for most folks. You can also check out Google ad manager, it's another hosted ad server platform that is free.

Did you notice that the clicks on the statistics page are extremely over inflated?

I found out why the stats were showing inflated clicks. Basically you have to add to the robots.txt file that you do not want to allow the search engine to follow the main folder.