I'm wondering if there are any testing tools available for or will work with DNN.

For instance, say I want to add user sorting, filtering, searching to a module in my site and would like to know what kind of impact that would make on my sql server. Is there anyway to measure the impact of that feature?

Also, is there any open source load testing tools out there that will work with DNN? i.e. a tool that simulates visitors using the site?

You shouldn't worry about sort and searching for users unless you have tens of thousands of users or your database server is sloooow.  You can put a 'select GetDate() once before the SQL statement and once after the statement, change the sql and compare the timestamps. I doubt you'll notice a big difference.

For load testing, go to stackoverflow.com and search for 'load test'. You will get similar questions with their answers or go here http://support.microsoft.com/kb/231282