As two people have said, SQL Profiler is a ready-to-use tool. I donβt want to be an echo, but I would like to dwell on the details: it not only provides the actual timings with SQL Server (as opposed to the time from the application side where the network input, connection and connection pool is added to the cake), but it also gives you [often more important] data on I / O statistics, information about blocking (if necessary), etc.
An important reason that I / O statistics are important is because a very expensive request can be executed quickly, consuming excessive server resources. If, for example, a query that is executed often ends up in large tables and there are no corresponding indexes that scan tables, the affected tables will be cached in SQL Server memory (if possible). Sometimes this can lead to the fact that the same request will be executed incredibly fast, at the same time it will damage the rest of the system / app / db, eating server resources.
Locking information is almost as important - β tiny queries that perform PK searches for a single record may have poor timings due to locking and locking. I read somewhere that this site was crammed with dead ends in its early beta versions. SQL Profiler is your friend for identifying and resolving lock issues.
Summarize; Do you use L2S, EF, regular ADO - if you want to make sure that your application "behaves" to the database, it always has SQL Profiler ready during development and testing. It pays off!
Edit:. Since I wrote the answer above, I developed a new runtime profiling tool for L2S that brings together the best of both worlds; I / O statistics and server timings from SQL Server, SQL Server execution plan, SQL Server Missing Indexes warnings in combination with a managed call stack to simplify the search for code that generates a specific query, and some additional filter options to register only queries that meet certain criteria. In addition, the logging component can be distributed with applications to simplify the execution of query profiles while working in a live client environment. The tool can be downloaded using:
http://www.huagati.com/L2SProfiler/ , where you can also get a free trial license for 45 days.
A more detailed description of the background and an introduction to the tool are also available here:
http://huagati.blogspot.com/2009/06/profiling-linq-to-sql-applications.html
... and a sample / walkthrough on using some of the more advanced filter options can be found here:
http://huagati.blogspot.com/2009/08/walkthrough-of-newest-filters-and.html