If you're just boarding on the AdSense train, and looking to find a quick way to make the profits you've seen all being pulled of all over the Internet, you might be interested in a couple of tools.
These software tools are designed to aid AdSense publishers in getting a better understanding on how traffic flows through their site. Some will help you in understanding which keywords gain you more money and which locations give you the best AdSense payment.
One of the best such tools available is AdSense Gold (http://www.profitbooks.com/go/astracker) which allows you to have a better understanding of which ads and formats actually get more clicks and which are useful or nearly useless.
This program works by tracking views and clicks on all the publisher's pages. It even goes as far as offering you the possibility to see which referrer each visitor came in through.
There's a free tool called SynSense (http://www.singerscreations.com/RSS/Posts/235.asp) which is more of an AdSense monitoring tool. This sits in the tray and offers actualized AdSense stats as you hover your mouse over its icon. It's a very nice tool for those which like to be informed on how their AdSense is doing at all times of the day.
Google provides you with stats in a csv format on their site. So someone made a tool that can automatically download such files and extract a lot of information from them. The name of this tool is CSV AdStats and it is available from http://www.nix.fr/en/csvadstats.aspx?q=download