The best way to track conversions, how to track how the sale was made.

Hello Warriors,
I think this thread will be extremely helpful to lots of people so, if you want to respond I expect you to take some time and patience

I am in a point in my business where in order to maximize sales I need to know where I need to put my chips in.
Yes I use Google analytics and awstats, however this doesn't help when the whole point of knowing where your traffic came from is at the time of the sale, that's when you need to know how the customer got to your site.
I was able to track this using adwords for ppc. I also gave a try with some PHP functions as well to track the referrer and IP to a database and the campare the IP with the thank you page

So basically here is the rundown of it:

A prospect client comes to the site

We need to know where it came from and make a log or add the information to a database so we can see it after the purchase.
Ok, please some suggestions here.

-The best tool to track how the user got to the site is Google Analytics?
-I used a PHP function called $_SERVER['HTTP_REFERER'] to get the link where it came from but the information it gets is very limited, and most times wont give any results.

A prospect client hangs around the website

Optionally we would like to know about the behavior, how many times it came back, how long was his visit, etc I believe more info is better.
But we need to be able to keep tracking his session or IP or cookie


A prospect client becomes a new client and completes the sale

This is the crucial part, we need to know how the new client found the site.
At this point we need to find out about his statistics, how the client did all the previous steps before completing the sale.