We all have the need to collect system and performance information regarding our SQL Servers. Some of us use third-party tools, SQL Trace, or a homegrown solution.  Did you know Microsoft has a built-in tool to help you accomplish this? It’s called Data Collection and the data it collects (collection sets) is stored in a relational Management Data Warehouse. The data collected is used to generate reports giving us in with very readable and useful insights to our servers. Not only can you get performance information, but you can also use SQL Profiler to export trace definition and create custom collection sets. This is not a new SQL Server feature,…