This week's book giveaway is in the Other Languages forum. We're giving away four copies of Functional Reactive Programming and have Stephen Blackheath and Anthony Jones on-line! See this thread for details.
Borland's Optimizeit does the job well enough. If you want a free tool Sun just released the Heap Analysis Tool (I haven't tried it yet, but it looks like it could be useful). NetBeans also has a Profiler I understand.
Load Testing - for web apps there JMeter or Microsoft's WAS, amoungst others.