I’ve started to use the very helpful Mini-Profiler in my apps and love the base functionality provided and optional approach to profiling specific portions of your application. It’s worth mentioning that Mini-Profiler is open source and used in production by the folks at StackOverflow, so feel confident that it is a solid assembly with plenty of options to meet your needs.
For those that haven’t checked it out, bring MiniProfiler into your application via NuGet with a
Install-Package MiniProfiler
If you are working in a web project (MVC, WebForms), you simply add the following line of code in your head block AFTER your jQuery reference (this line is formatted as Razor for MVC 3) -
@MvcMiniProfiler.MiniProfiler.RenderIncludes()
One thing worth mentioning is that on IE9, I had some issues with the UI of the profiler displaying appropriately. I looked around and found a post mentioning adding the following to your CSS file and sure enough, it fixed my IE9 issue. So, give it a shot if you have any problems displaying the profile on Internet Explorer.
div.profiler-popup
{
overflow: visible !important;
}

Mini-Profiler UI on a simple ASP.NET MVC 3 page
I’ve had success using this for profiling ASP.NET MVC3 applications as well as Entity Framework 4.2 “Code First” queries within the apps, which is great. I still really like the Entity Framework Profiler tool from Hibernating Rhinos and rely on it heavily, but Mini-Profiler does a good job of showing ORM query issues.
I plan to try this out with some old WCF projects in the near future as well. In the meantime, pop it into one of your development applications and make sure your code is performing how you expect.