Is it worth tracking on affl. websites?

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I am VERY curious to know if using your tracking urls on all of your affil. websites and affl. urls is worth the extra time spent, just to know which link recieves more clicks. I know that I should be tracking as much as possible, but can't really see how this benefits myself because I will simply NEVER really know which link actually converts to sales with my visitors.

Could someone shed some light on this topic for me. Seems like ALOT of work, especially when you have alot of affl. links on your website and can never really find out the conversions of each link.

Once you have your own product to track conversions, I can see where this can be VERY usefull. I just can't seem to justify the effort put into this when you only recieve input on the number of clicks.

John