Trying to use different marketing strategies and I want to be able to trace which one works better/efficient than the others. How can I achieve that ?

if you use a link shortener like http://tr.im you can assign a trackable link that integrates with google analytics (if you use analytics)

Its really simple to use.

For example: whenever I sent a tweet with a link to my site, I generate a unique link in tr.im. Once I post the tweet, I can see how many people actually click on the link. From this I can tell how people react to the tweet.

You can do the same thing on a website. Make the links on your page go through tr.im. As above, you can track when, and how many people use the links. It is closer to real time than analytics and because of this, you can make several tweaks in a short period of time and get almost immediate feedback.