We are working on a project that will feature real-time statistics of some actions (e.g. clicks). On every click, we will log information like date, age and gender (these come f
MongoDB is great for this kind of thing and will certainly be faster than MySQL will be, although don't underestimate how powerful MySQL can be - many companies have built analytics tools with it.
Have a look at this presentation by Patrick Stokes of BuddyMedia on how they used MongoDB for their analytic system.
http://www.slideshare.net/pstokes2/social-analytics-with-mongodb