If you're on an nvidia GPU, check out nvidia nsight. And this is also one problem with GL, if there are good debugging/profiling tool they often only work on one OS and/or for specific GPUs (and I hope this is where VOGL will come in and fix that).
Other then that I don't even think of OpenGL as a single standard anymore. It's more like "Nvidia GL" "AMD GL", "Intel GL", "Apple GL", etc... there is a core set of functionality which works across all implementations (and which could be cleaner), but if performance is more important then easy portability, you need to implement driver specific code paths anyway. Whether this is good or bad I haven't yet made up my mind completely. At least on GL you have an environment where GPU vendors can experiment and compete through extensions.