I have experience with Scapa Technologies to record, parameterise and generate load. It works fine, but it is a lot of work getting the script right. Mendix has for internal use a tool that works similar to Scapa and Parasoft, but less fancy.
At Mansystems we have developed a testing framework (MTF) for functional testing using selenium. You can do load testing with this, given a selenium cluster to scale to a decent amount of users. This scripts a lot easier with our keyword driven approach. It does not scale as good as protocol level tests at the moment. We are working on that.
Tools that can test your mendix app