Brendan Gregg has written an interesting piece about finding performance problems: "The USE method addresses shortcomings in other commonly used methodologies".
It's a good paper, however ... well let's say, I don't understand why so many people find it especially cool or especially good, because at the end it isn't something really new. Don't understand me wrong: It's good. But not extraordinarily good. Like many methodologies it's basically just codified common sense with a personal spin. So I would prefer to say "My-personal-way-of-doing-stuff" instead of calling it methodology. There is nothing new in it. Just a lot of common sense.
I really think that performance analysis is not so much about a "methodology" you can simply follow that will lead you magically to a result. It's about a mindset how to tackle problems, it's about being structured in the approach, it's about "being prepared", it's a lot about knowing stuff.
As I do performance analysis quite frequently, I have created my own "methodology", or to be more correct ... my own mindset of doing such stuff. I don't call it method or methodologies. Perhaps it's useful for some or the other ... so i write it down here.