I need to measure the length of time requests are taking to be processed on an ASMX ASP.NET web service. What is the best approach for this? Is there an support in ASP.NET that "natively" supports this without me having to write code? Thanks.
You can use a profiler for this. ANTS Performance Profiler (http://www.red-gate.com/products/ants_performance_profiler/index.htm) and dotTrace (http://www.jetbrains.com/profiler/) are good. Also the native Perfmon is also good.
Another similar query is here: http://stackoverflow.com/questions/7867/best-tool-for-performance-testing-asp-net
What do you want to measure? Time in execution between methods, return time to/from the client?
Perfmon is fine for aggregated performance counting, but not really beneficial for single-request reviews. ANTS profiler is fine for monitoring performance in the programmatic realm, if that's what you're after.
If you're looking for round-trip client-to-server measurement, try the TimeTaken field in the IIS log. It measures from the time the web server accepts the request, to the time to first bytes delivered in reply to the request.