[Full Disclosure]
While not yet as full-featured as some of the other .NET memory profilers listed here, there is a new entry on the market called JustTrace. It's made by Telerik and it's primary goal is to make tracing/profiling easier and faster to do for all types of apps (web/Silverlight/desktop).
If you've ever found profiling and optimization intimidating or slow with other tools, then JustTrace might be worth a look.
