Extended Events are the all-around smart choice. They take a little bit of time to get used to, however. With thousands of new events and data points, it can be difficult to create an event session in a pinch. That is why it is important to have event sessions pre-scripted or pre-implemented on your SQL Server instances. A little bit of up-front work can save you a lot of time when you need information on the spot. Having them pre-scripted also prevents you from jumping back to Profiler, which has a much heavier footprint on your server.
When I create Extended Event sessions, I tend to use the SQL Server Management Studio wizard to find the events and actions (additional fields) that I want. Then, I will script it out and save it for later.
Below are five Extended Events sessions that I have found particularly useful and recommend you add to your toolbox.
Click through for all of those scripts, as well as queries to shred the resulting XML.