GTMetrix is the tool to use. It´s PageSpeed YSlow reports are very detailed not to mention their Waterfall tab it´s amazing to spot any issues.
I also like to use Google PageSpeed Insights because it offers a desktop and mobile optimization reports separately and, it´s developed by Google itself!
I also like to use Web Page Test from time to time. I haven´t mastered it as is a bit more complex to read in comparison to other tools. But it offers 40 locations to choose from and over 25 browsers (including mobile).
It also assigns you a grade from F to A based on different performance tests such as FTTB, compression, caching, effective use of a CDN, etc. Its report is divided into six sections which include a summary, details, performance review, content breakdown, and screenshots.