Wordpress - How can I test how fast or slow my wordpress website it?

You can meassure Plugin performance with the P3 Plugin pretty well. It will show you, which one of your plugins is the one that takes the most time and costs you the most resources.

Try Pingdom.

There are several factors that will make your Wordpress site slugish. One of the largest gains can be made with the W3 cache plugin, along with several other smaller fixes. Also choosing a well made theme can help with CSS & PHP bloat.

Guide on Wordpress
http://wp.tutsplus.com/tutorials/the-ultimate-quickstart-guide-to-speeding-up-your-wordpress-site/

General Google Speed assessment:
https://developers.google.com/pagespeed/#url=http_3A_2F_2Fsafetyspeakers.ca_2F&mobile=false

W3 Cache tutorial:
http://www.techiezone.net/tutorials/configure-w3-total-cache/

**Edit
You also might want to checkout this book to really tweak it:
http://www.amazon.com/High-Performance-Web-Sites-Essential/dp/0596529309