Sharepoint 2010 has a very useful function called the Developer Dashboard. When you enable this, you see what kind of resources the different requests on the page uses, the different queries etc.
The dashboard can be always on, off or on demand. The latest option is the most useful for most scenarios, and gives you a button on the page that you can click on each page individually to view the dashboard. This way, you can even use it in a production environment (of course not for testing new functions, you have a development, testing and staging platforms for that, right?). To enable the dashboard all you have to do is run this simple stsadm command. You can also use Powershell if you prefer that.
stsadm -o setproperty -pn developer-dashboard -pv ondemand