Me personally like WampServer over the others, as its clean and tidy, only thing is the Xdebug Add-on doesn't exist anymore....
So here is a quick guide on how to do this in easy steps:

1): download all the software needed:
WampServer
XDebug
You need the release that matches the PHP version you're using.
WinCacheGrind
If you're not on Windows you can use:
KCacheGrind

2):
a): Install WampServer.
b): Place the Xdebug.dll in the PHP versions ext folder:
Quote:
c): Open php.ini; the easiest way is via the WampServer toolbar icon.
d): Search for extensions, add the xdebug info and save it, if you don't want profiling you can miss them bits.
Make sure you use the full address, as wouldn't work otherwise.

You can find a full list of different tools within Xdebug here
I've made an extra folder for my xdebug's profiling files in the root of WampServer, so it's easier for WinCacheGrind, default is /tmp.
e): Restart WampServer by exiting it.
f): To check if this is working, you can make this file and open it from the browser, it should have all xdebug settings within it.
You should also find in the WampServer extensions from the toolbar icon, it now has xdebug added.

g): Install WinCacheGrind, within its options set the newly made folder; which if all is set as above it will have one file that is replaced by the new one, you can set a unique name, yet you then get countless profiling files for each page loaded.

If all that is done ok, you should now be able to profile a PHP system