All the stats you mentioned are useful and worth tracking.
A note on ROI...
ROI is only important when you are cash/credit constrained. ROI ignores total profit so it will tell you to keep a campaign where you spend $1.00 a day but profit $10.00 (1000% ROI) but tell you to possibly kill the campaign where you spend $1,000 a day but only profit $500 (50% ROI).
Rationally, would you rather earn $10 or $500?
For me the ultimate statistic is Absolute Profit. Admittedly, I have resources that some may not, and I will consider ROI everything else being equal, but a lot of people want to talk about their ROI. You cannot spend ROI.
The next most important metric to me is Conversion Rate, if you have 2 pages and one converts at 5% and the other at 10% you can pay twice as much to generate traffic. Constant testing can and will get you these kinds of improvements. Conversion rate is almost always the answer to the question - "How the heck can they afford to pay that much per click?"
Lastly, I pay attention to profit per thousand impressions. Especially in search, I am constrained by the total number of impressions I have access to. So I want to pay attention to my maximum profit from that finite set of impressions. It is not at all uncommon to prefer the lower conversion rate that gets more clicks. This comes back to maximum profit.
If I get 10,000 impressions a day - would I rather profit $100 or $50? Conversion rate, click through rate and CPC all end up being factored in this comparison.
