A feature in SharePoint 2010 called Developer Dashboard lets you analyze performance of your SharePoint pages. It is not only useful for developers, as the name suggests, but can also be used by IT professionals and site administrators to monitor how their site is performing and analyze for bottlenecks.
*Applies to SharePoint 2010
Watch the video on Developer Dashboard that explains this functionality.
This video is available for free until 9/6/2010 then it will be returned to subscribers only area.