I\'d like to know the standard way to benchmark a SQL Sever Query, preferably I\'d like to know about the tools that come with SQL Server rather than 3rd Party tools.
set showplan_text on will show you the execution plan (to see it graphically use CTRL + K (sql 2000) or CTRL + M (sql 2005 +)
set statistics IO on will show you the reads
set statistics time on will show you the elapsed time
Use SQL Profiler.
For .NET applications, filter that Application name by '.NET%' and you'll omit other extraneous queries.
+1 on the execution plan. From here you can see where all the time is being spent in your particular query. Eg. 85% of the time is spent table scanning a particular table, can you put an index on that table to improve it? etc etc.