I was wondering if it was possible to zero in on the source of clicks, which would be really helpful in focusing our campaign. I realize getting the email address of the clicker is private and unavailable (isn't it??), but the time, city and state a check came from would be very useful. Is this possible? If so, please provide detailed step-by-step instructions. Thanks in advance.
Re: Reporting Question
In terms of locations, much of what you want is available to you automatically, if you know where to look. Choose a Campaign, then choose the Dimensions from the top menu, then in the drop-down box to the left, choose "Geographic". This will show you a breakdown of all your AdWords data by region.
However, I find this report quite confusing, it's too detailed for most purposes. If you're targeting somewhere like the US, you can make it easier by splitting your actual location targeting into smaller chunks. So, for example, rather than targeting the US as a whole, target each individual state (still within one Campaign). This is easiest to do if you're using the AdWords Editor, but once it's done you can then see State by State variations at a glance just by choosing the Locations tab under Settings.
Alternatively, if you're using Analytics, you can look at the Geo report under Audience, which will be able to split by State or even City for the US.