Disclosure: I work at Datadog --
Tracing requests across services and hosts to identify bottlenecks is one reason why Datadog decided to build a tracing component in APM! A flamegraph is one such method to visually infer critical path analysis that Datadog APM supports. Some obvious things to consider are ease of setup and whether the libraries and languages you use are supported. Some not-so-obvious things to consider are:
(1) whether you wish to infer this from a single request, or across multiple requests,
(2) how to define "interesting" traces -- as you could be collecting millions or billions of traces in production
(3) how to create a bigger, "aggregate" picture across individual traces.
We're working on additional ways to easily identify critical paths as well.