There is a built in ASP.NET ad rotator control but it doesn't do any click tracking.
I built a custom Ad Rotator that is included in mojoPortal, I use it on this site. It isn't real fancy, it uses an xml file (there is no management UI) to configure the ads just like the ASP.NET one, but it does support click tracking, I use it to track clicks into Google Analytics
unfortunately the blog post above has a layout issue where a lot of the content is pushed way down the page and the syntax used for google analytics tracking is the older syntax, but there is an example of newer syntax on the bottom of this page:
Hope it helps,