Just finished listening to an excellent podcast. The show is called Deep Fried Bytes. Since I live in Atlanta, I couldn't resist.
They caught up with Rico Mariani, a long time performance guru at Microsoft, who blessed them with about 40mins of excellent advice.
The things that really struck a chord with me were:
Start off with broad-brush tools. Task Manager (is it IO? Or CPU?) followed by Perfmon followed by Profiling, in that order!
Being good at performance means you'll be wrong 19 times out of 20. So get really good at discarding dead ends quickly.
He mentioned a suite of tools called xPerf that I hadn't heard of, will have to check it out.
I can't wait to put this to use. TaskManager and PerfMon - these are low-hanging fruit. Everyone's used them at one point or another. ESPECIALLY the .net specific counters in PerfMon.