GemFire 7 and later
Compile a list of commonly used profiling tools used for GemFire profiling with a comparison.
YourKit is a good profiler with low overhead and you can easily add the agent arguments to your gfsh commands or custom startup scripts. It is not free though.
Netbeans/VisualVM use the same core and can do profiling using the internal JDK tooling. Its a bit slow compared to YourKit but is pretty much always available if the Oracle JDK is installed and it has the advantage of being free. Note that there have been observed some issues using VisualVM with OpenJDK.