I use firebug and smarty so i get good debugging data from that but i'd like to see my database query times and page processing times as well.
Xdebug is very good. It works very well in combination with Netbeans IDE for PHP.
xdebug is awesome, because it lets you step through code inspecting variables as you go.
It also lets you do profiling (dumps callgrind files into a directory of your choosing, describing in very detailed fashion what happened how many times, when, and how long everything took)
To take full advantage of xdebug, you need a good IDE, i suggest netbeans, but you can use any one of the major packages nowadays.
As linked many times by others, FirePHP and Xdebug are awesome...
But you also asked about page render times and query times.
Unless you're already using a framework that collects this data for you, you're going to need to collect it and set up reporting for it yourself.
Debugging PHP Code on Windows with Visual Studio 2008 or 2010 => http://www.jcxsoftware.com