1. Using a bunch of queries is usually not an issue if they’re fast queries – Many of AdRotates queries are pretty fast and small. It does become an issue on crap webhosts that limit the number of queries per minute (or whatever) which is not uncommon as a way to make hosting appear faster than it really is. AdRotate (Pro) requires a good hosting package.
2. If you track stats externally nothing would be visible locally.
3. AdRotate Stats continue counting if you switch back – There will be a gap of-course.