1. A computer-implemented method for selecting instrumentation points for an application, comprising: performing a static analysis of components of an application, the performing the static analysis comprises determining which of the components are worthy of instrumenting, the determining which of the components are worthy of instrumenting comprises determining which of the components are of at least one specific type which is of interest; instrumenting the components which are determined to be worthy of instrumenting based on the static analysis to provide a first set of components, each component of the first set of components is instrumented with a probe which is initially made active so that the probe will be tripped and send component data to an agent when the component of the first set of components is invoked; in one iteration of a filtering process: running the application with the first set of components while monitoring the first set of components based on probes of the first set of components, based on the monitoring of the first set of components, for each component of the first set of components: assigning a first score based on a first selection criterion, assigning a second score based on a second selection criterion, and providing a total score based on the first score and the second score and based on the total scores, distinguishing a first subset of components of the first set of components for which active instrumentation is to be maintained from a second subset of components of the first set of components for which active instrumentation is not to be maintained; and in another iteration of the filtering process: running the application with the first subset of components while keeping probes for the first subset of components active and making probes for the second subset of components inactive, where the probes for the second subset of components remain in the application, and do not send component data to an agent, in the another iteration, and while monitoring the first subset of components based on the probes of the components of the first set of components, based on the monitoring the first subset of components, assessing the first subset of components using another selection criterion, and based on the assessing the first subset of components, distinguishing a subset of the first subset of components for which active instrumentation is to be maintained in subsequent running of the application from a subset of the first subset of components for which active instrumentation is not to be maintained in the subsequent running of the application.