One of my favorite tools certainly high on my list of things I use all the time is Jonas Blunck's ieHTTPheaders. It's a fantastically elegant solution to an irritating problem...I want to see the HTTP headers, but I don't feel like using a sniffer...can't this be integrated in with IE? Well, it is.
But, it's never supported HTTPS before, which put me in a bad spot since EVERYTHING we do in the banking industry uses HTTPS. So, now ieHTTPheaders supports SSL. Fabulous.