1)Applications that need user inputs, not parameters in the command line, but rather buttons and other controls.
2)Applications that designed to work as a service for ever, as for example : A network monitoring service. how would VTune run this service for 3 times, for the three methods of collecting data, while the application will not end by itself for the normal running
With regards to #1, you can automate your app using a tool like Microsoft Viusal Test
For number 2 you probably want to use the individual wizards (Sampling, Call graph, counter monitor). With sampling for a service just put a load on the service and the collect sampling data with no application to launch. This will profile everything going on on the system (include your service). You can also collect counter monitor and sampling data at the same time. For call graph there are instructions in the VTune online help on how to call graph a service. It is a little tricky but I think it is possible.