Just a summary, please add other profilers here (please edit document, do not comment) or a rating if you know how good these are:

http://www.appdynamics.com/products-free-download.php - completely free

http://www.appdynamics.com/30-day-trial.php - 30 day trial available; $? for a license

http://smartbear.com/products/development-tools/performance-profiling/ - 30 day trial available; $599 for a node locked license

http://www.dynatrace.com/en/development-team-edition.aspx - no trial; $? for a license

VisualVM - comes with the JDK in version 1.6 (so it is free)