For those who came in late, Application Insights is part of the Visual Studio Online set of services that Redmond announced in November 2013. It gathers and generates reports on usage and performance data for online applications.
These can be accessed through the Microsoft Azure Portal – which means you need an Azure subscription to use Application Insights.
The service had only allowed for the connection web applications and apps written using Microsoft’s own ASP.Net framework. But the new rules allow the same kind of monitoring to Java applications.
Microsoft is also offering support for Application Insights in its new version of the Azure Tookit for Eclipse.
A free trial of Application Insights is available. After that, pricing depends on the level of Visual Studio Online service you need and the amount of Azure resources you consume each month.