Profiling Programs 

Linux Perf Tools (Linux)

https://perf.wiki.kernel.org/
Requires echo '-1' > /proc/sys/kernel/perf_event_paranoid as root.

Useful commands:

perf top - display top-like display but on function granularity
perf record PROGRAM - execute PROGRAM with profiling
perf report PROGRAM - display report for PROGRAM

Google Perftools (Linux, Mac Os X)

Download and install https://code.google.com/p/gperftools/ (also available through Ubuntu/Debian packages)
Compile your program with debug symbols (you probably want to enable optimization as well).

# Tell the profiler where to write its output.
export CPUPROFILE=${OUT}
LD_PRELOAD="/usr/lib/libprofiler.so.0" ${PROGRAM} ${COMMAND_LINE}
google-pprof ${PROGRAM} ${OUT}

Interesting commands:

gv/web - display weighted call graph in gv or in your browser
top/topX - display top 10/X hitters
disasm NAME - disassemble functions matching NAME

Instruments (Mac Os X)

Todo

Write me!