Sometimes it's nice to know what you're browser is up to when it requests a page. If a site is taking a long time to load, there's not much you can do about it except repeatedly hit the refresh button. If, however, you want to delve deeper, a handy Windows program called Fiddler can help you find out exactly what's happening with your HTTP traffic.
Global statistics on access and load times are provided, if you'd like to compare you performance with those around the world. A neat feature is the ability to set breakpoints when requests are made or responses received. The program will then freeze the transmission, allowing you to alter the data and resend it.
If you're trying to figure out why your personal or business website is slow, Fiddler can help you there too. It doesn't just inspect HTML, but other data formats, so you can see what's clogging up your site's bandwidth and tweak appropriately. If you're feeling particularly snoopy, Fiddler can also decompress data, so you don't end up inspecting a gzip-compressed chunk that won't tell you much of anything. This doesn't occur by default -- you'll need to select the transform option provided in the program.
Fiddler can handle any sort of HTTP traffic, so it's not limited to browsers, despite them being the number one source of such requests. The program is built on Microsoft's .NET Framework and includes the capability to debug applications also built on the runtime.
Fiddler requires Windows and the .NET Framework (the specific version is not specified) and can be downloaded here.