Can I use PIX for Windows from the DirectX SDK with an XNA program?
Yes. PIX sees XNA games as just another DirectX game and will expose information about the DirectX calls made by your XNA game, including shader rendering. To use PIX with an XNA game, start a New Experiment in PIX and enter your XNA game executable path into the Program Path edit box. Then choose the information you want to gather and push Start Experiment. For more information on how to use PIX, see the DirectX SDK documentation.