With any sort of advertising you need to be able to track how successful it is to be able to make an informed decision as to whether it is profitable for you to continue with it.
Online advertising can often be easier to track than offline marketing as certain programs will record details of how many people have clicked on an advert and visited your site. If you want a more in depth analysis then you can install a statistics package which will track a visitor right though from clicking on your advert to the point they contact you or complete a checkout.
If you are using Google Adwords and struggle to find out if the telephone visitor came from Adwords or the organic results you could have a separate phone number to display on all Google Adwords adverts and even set it to show that phone number on the website when they visit your site.
No stats package is total fail proof but it should give you a pretty accurate idea of how it is performing.