HTTP_REFERER might or might not tell you anything.   By all means
use it to collect partial statistics if you participate in (say)
an advertising banner scheme.   But it is not always set, and may
be meaningless (eg if a user has accessed your page from a bookmark,
and the browser is too dumb to cope with this).

The HTTP protocol forbids relying on Referer information for functionality
in your programs, so don't try it.

You cannot trace outgoing links at all.   If you really must try,
point all the external links to your HTTPD and use its redirection
facility (which gives you generally-reliable logs).   This is much
less inefficient than using a CGI script.

BTW: don't even think about asking Javascript to send you information
on some event: it's a violation of privacy which Netscape fixed as
soon as complaints about its abuse started coming in.   If it works
with *your* browser, you should upgrade!