Wasn't sure how many of you knew about
Fiddler. It is a HTTP Debugging tool that is fantastic. I haven't scratched the surface of all that it can do yet but it has already proven useful. It allows you to see your HTTP requests and responses. So you can fire it up, try out a page that is giving you problems, and see what is going on with the HTTP side of it. From what I'm told it can do a lot more then that though.
I was able to use it recently to figure out how multi-part form data is handled so that I could create a PHP script that did logged into a forum, go to a topic, and post a reply with an attachment. It kept track of cookies and everything :P