Must use Google Analytics if you are using Google Adwords

I use Google Adwords to promote my Clickbank StoreFront http://www.100k2.com/  . Well, I am excited to see the Adwords result where there are clicks - means there are people clicked my 100k2 Adwords ads then visit my site.However, I am disappointed when I checked with Google Analytics result. It showed some of the clicks are valueless clicks - where someone clicked the ads but never visit my http