To measure program execution time in milliseconds while coding in Java, C++, and C# using Visual Studio, several methods are discussed. QueryPerformanceCounter() is highlighted as the highest resolution timer, though it may include overhead from other tasks. To mitigate this, adjusting thread priority with SetThreadPriority() can help. GetProcessTimes() is noted for excluding overhead from other processes, but it still captures interrupt overhead, which can skew results. The clock() function offers a more generic timing method, reporting time in milliseconds on Windows XP but is based on a 64hz ticker. For UNIX systems, the time command is recommended. For C#, users are advised to explore the appropriate namespace, class, and methods, and consider using profilers to analyze function execution times for performance issues. Various profilers are available for .NET and Java, some of which are free or offer trial versions.