I've been using:

JMH as the framework to write microbenchmarks. It takes care of dealing with JIT warmup, etc. It's the standard way to write rigorous Java microbenchmarks.

async-profiler (https://github.com/async-profiler/async-profiler) for profiling. Java has a problem where many profilers are based on safepoints, which are biased toward particular program points. async-profiler is not biased in this way.

Java Flight Recorder for memory allocation data.

One thing I've observed in all of this is that it's really useful to have expertise in the programming language and ecosystem you're writing in, otherwise it's all Greek to you and you can't really guide the agent to do the right thing. I have opinions about e.g. profilers and I can point the agent to one that I think is more accurate than other options.