it's a good idea actually, though it would require some javascript in the page code if it was to track external links.
care to see if someone already wrote such an extension for smf? i doubt it but here is where to look:
http://custom.simplemachines.org/mods/if you find me a simple php/javascript code to keep track of clicks on different links let me know and i'll have a look. i guess the most important things would be:
1) it shouldn't disrupt the working of the page if user has js disabled
2) people on the forum have to agree that it's not a privacy invasion. i think as long as all it does it count clicks and doesnt save any other info about the user it's probably not going to bother anyone.