How can I time-profile the page load for a Craft request?
If you enable devMode, then database profiling information (number of queries, SQL executed, execution time, etc.) as well as PHP script benchmarking information for the request will be output to your browser's console as well as the craft/storage/runtime/logs files.


  Also, as I understand it, every plugin is loaded on each request


Installed and enabled plugins are initialized on every request.  The only time what you are describing is a problem is if a plugin is doing some time/resource intensive operation in it's init() method, which is generally considered bad form.