What are you currently using to track conversions? Google Analytics? There are a number of ways to accomplish what you are speaking about and it will depend on how robust of a solution you desire and also what your sales cycle looks like.

One simple solution is to use the Google Analytics "Multi-Channel Funnels - Top Conversion Path" feature to track source and medium of each touchpoint throughout the conversion process. Select "source/medium path" as your primary dimension and then "campaign path" as your secondary dimension. This should give you a basic Idea of how people are engaging with your site prior to a conversion. You can also use the Attribution Model Comparison tool to discover which channels have the most impact at certain points during the buying cycle.

If you are in a more complex situation (IE, b2b lead gen with a sales team and long sales cycle) there are more robust solutions such as creating a UUID that can push to your CRM and back into Analytics upon sales cycle completion to give a more clear idea as to which channels, campaigns, keywords etc are resulting in actual sales vs which ones created leads.

Hope that helps. Let me know if you want a have a quick call to discuss further.