If you like delving into the depths of how a Windows system is performing (or not performing) then a recently released toolset may be be of interest to you. Released initially as part of the Windows SDK for Windows Server 2008 and .NET Framework 3.5 but since updated, the Windows Performance Tools Kit can be downloaded on its own here.
Built on top of the Event Tracing for Windows (ETW) infrastructure which has been steadily expanding in scope over the last few years, the new toolset makes both gathering and analysing traces considerably easier.