Does anyone use anything for tracking the number of PDF's downloaded from a website? and if so do you use a plugin?

I do.

I have an atahualpa membership site and in the membership area I give a bunch of resources, including PDFs. It's a two-pronged approach:

1. One thing I don't like about browsers is that they automatically open PDFs. I prefer to give users the choice of downloading Vs. opening. So I have a directory where all download files go to. In there I added a .htaccess file with this code (triggers a download prompt):

<Files *.pdf>
  ForceType application/octet-stream
  Header set Content-Disposition attachment
  Header set Content-Transfer-Encoding binary
</Files>

You can repeat the same code again with a different extension if you want other files to prompt too (such as MP3's - they too open automatically)

2. To track the clicks, I use Pretty Link Lite. That one allows you set the redirects and gives you stats for each one you create. Simply create a redirect to a file itself, and then use the shortened version of the link in your posts/pages