SQL Server Extended Events (XEvents) is the modern replacement for the deprecated SQL Profiler. This guide walks through creating an XEvent session using the SSMS GUI, selecting events like rpc_completed and sql_batch_completed, configuring fields and filters, and using the live data view. The author shares their personal session setup exported as a SQL statement and highlights improvements over SQL Profiler: built-in sorting/grouping, lower server performance impact, and integrated data analysis without needing to import captured events separately.