During an early career of mine as a database consultant – when I was dealing with SQL Server 2000, I often needed to collect various data related to SQL Server. My favorite tool to collect the data is PSSDIAG tool. It is a general purpose diagnostic collection utility that Microsoft Product Support Services uses to collect various logs and data files. It collects Performance Monitor logs, SQL Profiler traces, SQL Server blocking script output, Windows Event Logs, and SQLDIAG output. The data collected can be used by SQL Nexus tool which help you troubleshoot SQL Server performance problems. PSSDIAG is a wrapper around other data collection APIs and utilities, the performance impact of running PSSDIAG is generally equal to the impact of the traces that PSSDIAG has been configured to capture.
If you are using SQL Server 2000 – you need to seriously consider to upgrading it to SQL Server 2012.
Here is a PSSDIAG Data Collection Utility updated in August 2012. My friend and SQL Server Expert Amit Benerjee have written an excellent article on this subject, I encourage all of you to read the same.
Note: For SQL Server 2012 there is SQLDiag.
Reference: Pinal Dave (http://blog.sqlauthority.com)