As you have seen Tyler has done a lot of this work for you if you use Google Analytics.
I for a number of reasons do not use Google Analytics (yes paranoia is part of it) but do use lead tracking, keyword tracking, web page tracking and a number of other tracking methods.
I use this with the Affiliate Module to give me and my clients great reporting straight out of infusion. You need to set up custom fields and use hidden fields in your forms on your web/sales pages. Generally we us .php to not only grab that info but also post information from one form to anther and turn fields and buttons on dependent on if information in the forms has been filled in or not.
So the good news is that what you want is possible, Infusion have set up at least one way of doing it and there are other ways out there. And these can be very advanced. We will often use the API on top of this if we need to integrate other on and offline applications.
