This is more of a heads up on an issue that took me a long time to track down.
Basically, I set up AdWords and Analytics to track my Adverts but my Visitor count for them flat-lined.
After researching and testing I found out that WordPress SEO was removing the tracking parameters that AdWords adds to do the tracking.
This is part of the Clean Permalinks Section which I beleive by default specifically removes campaign tracking code.
I have now asked it to stop, hopefully I will now see my AdWords data.
So it's a word of warning, if you do use querystring parameters in your URLs then make sure WordPress SEO is not removing them! AdWords, Analytics, Email Tracking just to name a few cases.
On a side note, the plugin also redirects if the domain is not all in lower case. Some AdWords people used to use camel case (mixed upper lower) in their adverts to make them look a bit nicer (no longer supported). If camel case is also used for the destination URL then the advert will cause a redirect. Google does not like adverts that redirect!