Chris Webb has recently released a really interesting tool: MDX Script Performance Analyzer. It’s a really interesting idea that will save me (and you) a lot of time trying to understand the root of a performance issue into an MDX Script of a cube. Thank you Chris, if I only had this tool three months ago! :-)
Chris has also posted the news of an Analysis Services Load Testing tool that is available on CodePlex. More than the tool, it is the available documentation (which is a draft) that deserves most of your attention, beacuse illustrate you how to setup all the test environment using Visual Studio 2005.
Finally, another interesting document is this post from the SQLCat team about warming up cache in SSAS.