What are some good methods for testing the performance of web parts and SharePoint controls?

This is a question about performance testing specific to Web Parts and SharePoint controls (although standard ASP.NET methods will also apply). I am wondering what good methods are, given factors such as:

• caching (what and when should you cache?)
• load-balanced servers (storage status)
• interacting with other parts of the page (e.g., executing multiple JavaScripts)
• CPU usage measurement for a specific control
• displayed page size