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Use a RUM tool - Google Analytics is the easiest one but up the sample rate - Torbit, LogNormal and others are available.

Use WebPageTest.org to carry out spot tests.

Thanks youngtaff. I also googled a bit and found out http://loadimpact.com . It is very good . I did analysis of my site ( http://loadimpact.com/test/view/1262390) on this and that shows the effect of shared hosting on it. !!