I guess it would be rather simple to change the background color per line, based on how much time the code spends. ..

So, when running the LinqPad script, we already have a pointer in the left side that shows what is running. By simply logging the time each line spends, it would be possible to color the background or some indicator in the linecounter-area which shows heavy sections.

This feature should be an alternate "Run" button, looking like a stopwatch.

After the script has completed (or while executing) each line is decorated with a color that indicate how much time was spent (percentage)