If you use AdSense for Feeds or Google Feedburner to manage RSS feeds on your site - and you use Google Analytics - then you'll be glad to know Google is connecting the two. You'll be able to iew click data for your feeds services in Google Analytics.
Analytics will tag the Source as "Feedburner" and the Medium as either "feed" or "email" depending on how the feed item was sent out. Content will show the endpoint (i.e. Google Reader, Yahoo! Mail). Check for the data under "All Traffic Sources" and "Campaigns" views in Google Analytics.
Google Analytics gathers this data when item clicking is turned on in Feedburner. So you'll need to have that enabled for this to work - or not if you don't.
Advanced analytics users can also configure their Analytics tracking within their Feedburner settings.