I don't believe you're doing any tail-chasing at all.
The simplest solution I can think of is to put some kind of parameter into the destination URL of your ads. Your site can then extract this parameter and display the appropriate image.
For example:
Ads in 'Widget1' campaign might have a destination URL of:
http://www.yoursite.com/?c=widget1
Ads in 'Widget2' campaign might have a destination URL of:
http://www.yoursite.com/?c=widget2
You can then extract the 'c' parameter from the incoming request and display image 1 or image 2 appropriately.
You might even want to take this on a little and only extract the 'c' parameter when a Google Click ID (aka 'gclid') is present in the incoming request. Switch on Auto Tagging in your AdWords account and AdWords will append a gclid to every ad click. You can then 'know' whether a click has come from AdWords or not by the presence/lack of a gclid value in the incoming request.
Good luck!