Some games, specially First Person Shooters have a command to run a demo as fast as your machine can and show FPS. I only use QuakeII & III. In Quake II press ~, and type "timedemo 1". Press enter, and type "map demo1.dm2".
In Quake III I see FPS as I play (go to www.planetquake.com to see more), but to do the same as in quake II, press ~, and type "timedemo 1". Press enter, and type "demo demo001" or go to the demos' menu and choose wichever u want. Don't know what the commands are for UT or Half live.
Saludos a todos