Wild promises of high volume traffic and big bucks often separate even the most savvy business person from their money because they want to believe the promises made by these traffic hucksters. The problem is that high volume doesn't necessarily translate into a high sales rate.
The visitors who come to your website as a result of a desire to find out more on a specific, niche topic, not as a result of exit traffic or membership in a safe list where members simply pitch each other. Good traffic comes from people clicking links on topics targeted to their interests and getting directed to a website containing information they want and expect as a result of clicking the link. The bottom line is that when you get right down to it the best and most dependable sources of targeted traffic come from links that people click.
Being able to determine which clicks actually result in sales is vital. To track conversions from click to sales, depending on the type of shopping cart software you are using, you can then create a custom order confirmation page - i.e. the page that is displayed once the transaction is complete. This is very easy to do if you're using a payment processing service such as PayPal.
It's well known that each search engine and each web site has a particular type of user (age, interests etc.), and they'll all have different triggers leading them to purchase. All of these things are important for you to know so that your advertising dollars will be spent in the most advantageous places.