I want to know what are various methods by which I can monitor which of my procedure, query is taking more time on various components(CPU cycle, scan time etc.) than already set threshold value.
I want it to be logged as well. Whenever uses my site and calling some procedure. I want to make a log of all procedures crossing my threshold.
Is it possible to do it with sql queries or procedures. Do we have some procedures for this. Any sql tools or any external tool, can be paid(with trial) or free. I want to try them on my database.
You should be able to do this using Dynamic Management Views (DMVs) in particular you are probably going to be most interested in the exec_query_stats view which maintains execution statistics on all queries (CPU time, Physical / Logical reads etc...) grouped by execution plan.
Also see this excellent article which includes a sample query for viewing plan statistics, and goes into a lot more detail on the subject:
Finally, if you want to trace / record excessively long running queries, then you might want to consider leaving an SQL server profiler trace running at all times, with a filter on execution time set to some high figure (e.g. > 1000 ms). You can either use the SQL server profiler windows application, or you can create the trace using T-SQL have have it log to a table in the database instead:
This has the benefit of telling you exactly what query took exactly how long, when and what the parameters to that query were (holy SQL Batman!)
The performance implications of running this trace on loaded databases is in fact very small - I know of surprisingly critial applications which have these traces running as a matter of routine in order to be able to quickly diagnose performance issues (and it does help a lot). The key is in choosing a "large" execution time which is large enough to not swamp the log, yet small enough to pick up enough long running queries to be useful.
Another trick that has been used in the past when having performance issues was to leave an unfiltered SQL server trace running for a short period of time (1 min or so) on a loaded SQL server (it really does have surprisingly little effect, you just get swamped with logs)
I also heartily recommend the Microsoft SQL Server internals books on this subject - it is very technical, however its brilliant because it covers not only these sorts of diagnosis tools, but also what they actually mean