I would add that dotTrace's ability to diff memory and performance trace sessions is absolutely invaluable (ANTS may also have a memory diff feature, but I didn't see a performance diff).
Being able to run a profiling session before and after a bug fix or enhancement, then compare the results is incredibly valuable, especially with a mammoth legacy .NET application (as in my case) where performance was never a priority and where finding bottlenecks could be VERY tedious. Doing a before-and-after diff allows you to see the change in call count for each method and the change in duration for each method.
This is helpful not only during code changes, but also if you have an application that uses a different database, say, for each client/customer. If one customer complains of slowness, you can run a profiling session using their database and compare the results with a "fast" database to determine which operations are contributing to the slowness. Of course there are many database-side performance tools, but sometimes I really helps to see the performance metrics from the application side (since that's closer to what the user's actually seeing).
Bottom line: dotTrace works great, and the diff is invaluable.
