Linux

 sar - system activity reporter
Part of the sysstat RPM on RHEL.  Some useful options are -u (CPU), -r (memory), -q (load average), -d (disk).  Check the man page for more.
%iowait in CPU data - indicates CPU waiting on disk, NFS, etc.  Could be due to inefficient use of resources and/or slow underlying device, poorly tuned file system parameters, etc.
 iostat - I/O status
Basically a quick way to see the same kind of disk I/O information you can get in sar
These tools collect historical data when sysstat RPM is installed, otherwise if there is no historical data (just installed the RPM) or if you want to see real time data anyway, use time parameters.  First is interval in seconds between samples, second is number of samples to collect (0 means unlimited).  e.g.
sar 1 10
sar 1 0

Windows

Task Manager
Processes tab can be somewhat useful.  Use View -> Select Columns to get more detailed data.  Most useful columns include:

• CPU Usage
• CPU Time
• Memory Usage
• Memory Usage Delta
• Peak Memory Usage
• Page Faults
• USER Objects
• I/O Reads
• I/O Read Bytes
• User Name
• Page Faults Delta
• Virtual Memory Size
• Paged Pool
• Non-paged pool
• Handle Count
• Thread Count
• GDI Objects
• I/O Writes
• I/O Write Bytes
• I/O Other
• I/O Other Bytes

The I/O (esp Read, Write, Read Bytes and Write Bytes), CPU Time, Memory Usage and Peak Memory Usage columns are especially useful so you can quickly sort by those to see the currently running processes that have used the most resources of various types.
perfmon
Start Menu -> Run -> perfmon
Performance Monitoring How To
Most useful performance objects under Add Counters include:

• PhysicalDisk (see read/write utilization on specific disks)
• Process (see performance parameters graphed over time for specific processes)
• MSSQL buffer cache hit percentage and other MSSQL params
• .NET CLR Memory and LocksAndThreads - like jstat or JMX for .NET

ZenOSS

Reports -> Multi-graph
Add a collection (give it a unique name), add data points, add a graph, add a graph collection even if you only have one graph.
ZenJMX
We can add a lot more JMX parameters than what is in the template.