You are likely already using or planning to use a web analytics program to analyze your website statistics. In order to get AdWords data properly fed into your web analytics program, you should make sure to enable Auto-tagging in AdWords.
To enable Auto-tagging, follow these steps:
Navigate to the My account tab.
Choose the Preferences sub tab.
Make sure that the Auto-tagging checkbox is selected.
Click on Save changes.
Auto-tagging is a feature that helps you analyze performance in other analytics tracking programs, such as Google Analytics, by adding extra parameters to your URLs. For example, you'll be able to see in Google Analytics which campaigns, keywords, and ads led to visits, as well as the associated cost data.