Method 1: the only website that shortens urls and allows you to see the click statistics:
http://cli.gs is the only website that i know of, which shortens URL's for which you can view click stats. You need an account (free) for this. Can be used with UrlbarExt Firefox addon for generating link automatically. To use the stats, you need to edit it's syntax in the UrlbarExt Preferences: Tiny tab. Make cli.gs default, in the api field enter:
http://cli.gs/api/v1/cligs/create
and in the arguments field:
url=%?url%&key=<your_api_key>&appid=77
and replace <your_api_key> with you api key which you can get from http://cli.gs, after you have an account and login.
Method 2, for clicking any link / ad (except adsense):
You need an account (free) on histats.com and install the initial code on your website (either visible or invisible, but make sure it's the one using java-script), then go to Special > Manage Special Pages / Click and under "Manage CLICK COUNT", add a title for that link and it's url:

Then click “Insert”, and you will receive a new link, which you'll have to place instead of the original one. And… voila :)
Method 3, Google Adsense click stats (analytics), which it is said to be the only way to also track click in Firefox, not just Internet Explorer:
You will of course need a Google Analytics account, where you have to create a new “Goal”:
-in the URL field, enter: /asclick
-in the NAME field, enter: AdClick
-make sure "case-sensitive" is not checked!
Then you save this file on your computer: astrack.js and upload it to a host, either on you host, googlepages.com or whatever, then enter the below code in you website source, after Google Analytics' tracking code (above should be just fine):
<script src="http://path_to_astrack/astrack.js" type="text/javascript"></script>