The Dynamics AX perf team, headed by Sri Srinivasan and Ron Thompson, are on the cusp of releasing a beta of the performance workbench. The workbench enables users to run load tests against AX. This is a key offering from the AX team. In the past they have not had a solution for doing load testing against the servers, leading to performance problems when systems went into production.
The performance workbench uses the AX Business Connector to enable calling the server from .NET code. It also includes a tool to generate .NET code for the specific functions implemented in a server instance. You can then call these routines from a Visual Studio unit test, and call the unit test from a load test. Finally, it includes a great diagnostics tool that will give performance breakdown of transactions, enabling you to quickly identify bottlenecks on the server.
One downside is that due to an isolation bug in the business connector, Visual Studio load tests have to be run from the command line with the /noisolation switch. The business connector team says they can't fix this until the next release, so I'm looking to release a QFE for VS as a workaround. Actually, the noisolation switch would be good to support anyway, since unit tests run in a separate app domain, and crossing the app domain boundary incures a pretty big perf hit when running a unit test in a load test. So the QFE will enable the test to still run in the VSTestHost process (or qtagent process if you're running on an agent), but won't instantiate app domains within this process for the unit tests.