Till some time ago, I used to direct my customers to http://msdn.microsoft.com/en-us/sqlserver/bb671432.aspx for obtaining scripts which use the DMVs in SQL 2005/2008 to retrieve very commonly used performance troubleshooting related information. Those scripts were contributed by Microsoft’s SQL CAT team.
Unfortunately that link no longer works correctly. Luckily though the scripts are still available at different places on Script Center, and here is quick compilation of those while the original link is fixed.
SQLOS / Execution Model
List SQLOS Execution Model Information
List Scheduler Wait List Information
Wait Statistics
List Top Wait Types for a Workload
Compare Signal Waits and Resource Waits
List Statements from a Specified Waiter List
Query Compilation
Determine CPU Resources Required for Optimization
Compare Single-Use and Re-Used Plans
Query Statistics
Retrieve Statements with the Highest Plan Re-Use Counts
Retrieve Statements with the Lowest Plan Re-Use Counts
List Statements with the Highest Execution Counts
List Statements By Input/Output Usage
List Statements With the Highest Average CPU Time
Query Execution
Retrieve a SQL Statement with a Specified .SQL_Handle
Retrieve SQL Text and XML Plans
List Currently-Executing Statements
List Real Time Tempdb Task Usage
List Real-Time Tempdb Statements
List Currently-Executing Parallel Plans (the script at this link is actually the script for the next item :-))
List Cached Plans Where Worker Time Exceeds Elapsed Time (the script at this link is actually the script for the previous item :-))
I/O and Buffer cache
Retrieve Buffer Counts by Object and Index
Indexes
List Indexes With the Most Contention
Retrieve Tables, Indexes, Files, and File Groups Information
Retrieve Object and Index Fragmentation Information
Retrieve Index Usage Statistics
Retrieve Indexes Not Used Since the Last Recycle Time
Locking and Blocking
Report Blocker and Waiter SQL Statements (sp_block_info)
I hope this compilation is useful to you!