I'm an ameteur webmaster and I've some blogs. I want to do a lot of experiments and tests on my site and generally want good stats. I want to test adsense and the site as a whole. Which script/software should use ? Pls tell me about some.

You want to test it for what?

I want to experiment with my site. Like, I wanna change the ad placement and monitor the difference. Also, like, I test new navigation and monitor the traffic and stuff. Get it ? So, can u recommend some scripts or softwares(standalone/web) to do what I want ?

use google analytics to monitor where people go on your site and use adsense channels to monitor what ads are active.

I use both channels and analytics as well.

I use google analytics too.

What about click heatmaps ? Arent they necessary when u're experimenting with navigation ?

I just use channels, personally. But I'm a bit naive.

The heatmap is where Google recommends placing your ads. It's something you may want to experiment with. You can set up channels to measure it if you want as well. You might create channels for banner-top and banner-bottom or something like that to see what location works better for your banner ad.