Mostly used DMFs and DMVs in SQL Server

Dynamic management views and functions return server state information that can be used to monitor the health of a server instance, diagnose problems, and tune performance.

CDC related DMVs

Sys.dm_cdc_errors

     Contains error information for the previous 32 sessions.

Index related DMVs and DMFs

Sys.dm_db_index_usage_stats:

    Returns counts of different types of index operations and the time each type of operation was last performed.

Sys.dm_db_index_physical_stats:

    Returns size and fragmentation information for the data and indexes of the specified table or view. For an index, one row is returned for each level of the B-tree in each partition. 

Sys.dm_db_missing_index_columns:

       Returns information about database table columns that are missing an index, excluding spatial indexes. sys.dm_db_missing_index_columns is a dynamic management function.

Transaction related DMVsand DMFs

Sys.dm_tran_active_tansactions:

    Returns information about transactions for the instance of SQL Server.

Sys.dm_tran_lock:

     Returns information about currently active lock manager resources in SQL Server 2008 R2. Each row represents a currently active request to the lock manager for a lock that has been granted or is waiting to be granted.

Sys.dm_tran_session_transactions:

     Returns correlation information for associated transactions and sessions.