Before diving into the tools, let's talk about what the tools will show you. As is the case in many fields, measuring a certain property affects the observation itself. Measuring the electric current in a power supply line requires measuring the voltage drop over a small resistor. However, the resistor itself affects the current. The same is true for profiling: every system observation has a cost in CPU cycles, and that resource is no longer spent on the application. Measurement tools also mess up caching behavior, eat memory space, and write to disk, which all make it worse. There is no measurement without overhead.
I've often heard engineers say that the results of a profiling job were totally misleading. That is usually because they were performing the measurements on something not approaching a real situation. Always try to measure on the target...
