TL;DR I helped write an SSW rule on setting up Application Insights in SharePoint.
I've been adding Application Insights to a number of SSW websites (such as SSW.com.au, SSWTimepro.com and SSWLinkAuditor.com). Since being added, App Insights has been helping us to keep on top of our application metrics and unhandled exceptions.
We wanted to add Application Insights to SharePoint, but we couldn't find any useful documentation online. I started some investigations into how I could do this manually myself. As SharePoint is an ASP.NET application, I started teased apart how Visual Studio adds hooks into projects. I created an empty git repository, created a website, checked it in, used Visual Studio to add App Insights, checked in, then diffed all the changes.
For the server side metrics, as it is an ASP.NET website, you can update the web.config file on the server to start tracking those metrics, we found that the Application Insights Status Monitor configuration tool was the easiest way to get this done.
A full write up of the SSW rule on setting up Application Insights in SharePoint is available for you to follow.
I have also helped write a series of SSW Rules to better Application Insights that can help you get the most out of it.