On the CSS-Tricks.com website there's a new tutorial looking at heatmaps and how to make one for your site by combining PHP and jQuery.

The website will be built using PHP. We need PHP for a couple of reasons. Most importantly we need a server side language to deal with saving and retrieving from the database. [...] We'll be using JavaScript of the jQuery variety to track the mouse clicks and post that click data to the PHP file doing the database saving. jQuery will also help us display the overlay and place the little graphics we'll use to display the click locations.

The complete code - both PHP and Javascript - is included (and available for download too). The jQuery code makes the overlay on top of whatever page the visitor is on and, when they click on any location, an ajax request is sent back to the waiting PHP script. This request is parsed and dropped into the database. Another bit of Javascript code is used to drop the user click heatmap points out onto the page.