Selecting what to benchmark
Knowing whether your program improves efficiency for each change is a great idea, but you might be wondering how to measure that improvement or regression properly. This is actually one of the bigger deals of benchmarking since, if done properly, it will clearly show your improvements or regressions but, if done poorly, you might think your code is improving while it's even regressing.
Depending on the program you want to benchmark, there are different parts of its execution you should be interested in benchmarking. For example, a program that processes some information and then ends (an analyzer, a CSV converter, a configuration parser...), would benefit from a whole-program benchmark. This means it might be interesting to have some test input data and see how much time it takes to process it. It should be more than one set, so that you can see how the performance changes with the input data.
A program that has an interface and requires some user interaction, though...