damon_cool - 8:57 am on Mar 2, 2012 (gmt 0)
You should try getting firebug and yslow plugins for firefox. It will help you determine where the issue is and make some recommendations for fixes.
It only looks at one page at a time and gives a rating. It then lists the issues you should look at. It will also give you the load times of the various objects on the page.
It won't tell you anything about your database connection just how the front end is being loaded.
If you have php mysql you can also look at caching techniques that will reduce the number of SQL calls to the database. I think the php tool / plugin is called APC, but I couldn't get it working myself.
Another option is to use a CDN. I think there are a few free ones..