I was wondering how sites such as crazyegg.com store user click data during a session. Obviously there is some underlying script which is storing each clicks data, but how i
I really don't see why do you think that is impossible to store all click points in one user session to the database?
Their moto is "See Where People Click" Once when you gather enough data it is fairly easy to make heat maps in batch processes.
People are really underestimating databases, indexing and sharding. The only hard thing here is to gather enough money for underlying architecture :)