you've got several options, depending on the version you've got and what tools you can install on your local desktop.
Activity Monitor, but it doesn't auto refresh in 2000, you set the refresh rate in 2005, and it is automatic and has a lot of info on 2008
DMV's and DMF's (but you need to know what they do and why you would look at them) You can execute these locally but technically they execute on the server.
Perfmon Counters (these are server side but you pull them down and agrigate them client side)
You could use Profiler (short term), but if you run Profiler too long from a client station it will hog up resources and can really degrade your server performance (trust me found out the hard way on this one). I would recommend server side trace files, and again you could pull them down locally and examine the results.
I think the big question is what do they mean on the client side, everything you pull is coming from the server and can be gathered at that end as well if you have the db tools installed.