The reason I don't is that I haven't found an effective tracking platform. I experimented with Tracking202/Prosper202 back in the day (both hosted and non-hosted version), but I found that it slowed down my link serving, which I feel causes people to abandon the links that they click on.
I also found it tedious to convert my links to Tracking/Prosper links every time I set up a campaign (has this changed?).
I just eyeball my campaigns. At any point in the day, I'm not really sure exactly how much money I've made, though if I take a minute to check out each network, I can get an exact amount.
My approach is that if I can't get a campaign to perform to an extent that I know it's making good money, I don't pursue it. I'm not going to invest $100 to make $105, so none of my campaigns are so close that I need to closely track them to see if I'm squeaking by with a profit.
I'm recently experimenting with Bevo Media, which is a free stats tracker (I'm not promoting this - I have no relationship with them). There is some delay in reporting, and it's not entirely accurate because I'm running traffic to a couple networks that aren't available on Bevo. Besides that, it's working well.
Eventually, I will integrate better tracking -- I have a feeling it will happen when I hire someone to help me with it. I just wrote this to say that you don't necessarily have to be obsessive about stat tracking to be successful. Then again, my messy approach probably isn't for everyone.
I've been able to scale my campaigns up without tracking, and I know I'll be able to continue to do so. I'm not saying tracking doesn't help -- just that you can be successful without being an obsessive tracker.