One of the more useful items for both devs and ITPros revealed at last weeks conference it gives a breakdown of the call stack, SQL procedures called , timings etc on each SharePoint 2010 page.
You have to switch it on though!
Probably the easiest way is through STSADM (no doubt a cardinal sin in the brave new PowerShell world). Remember STSADM is now in the 14\bin.
Stsadm –o setproperty –pn developer-dashboard –pv ondemand (or “on” or “off”)
There's a great msdn blog about the Dashboard here including several other ways to activate it.