A lot of analytics sites use images to do their tracking. When a browser loads an image it sends a request to the host that the image is on and can include lots of info from the client's machine in the request (e.g. ...image.jpg?extra=data&more=data, and that data can be dynamically provided via javascript). So it can be very effective for getting information about a client and the client need not even click on it. But it is no more effective than a link in altering a client's computer (other than its pixels, obviously).