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If you are using EF, NH or L2S you can check awesome http://hibernatingrhinos.com/products/UberProf . It'll help you with sql queries and will warn you about some bad practices (select N+1, etc.).
ELMAH may be useful for you too.
And to measure time on server side try checking the time between OnResultExecuting/OnResultExecuted. This is basically the time to actually render the page in HTML.
On client side you can use Firebug extension to Firefox, check Network tab