For Google Ads and Bing Ads, simply add a tag to the destination URLs of your advertisements:

utm_term={keyword}

The search term will be dynamically inserted into the URL where it says {keyword}, and will then be captured by the Campaign Tracker. A full URL for the link in your advertisement would therefore look like this:

http://www.YOURSITE.com?utm_source=GoogleAdwords&utm_medium=PPC&utm_campaign=YourCampaignName&utm_term={Keyword}