I occasionally make use of Rex Swain’s HTTP Viewer to determine whether a site is operational from another location (sometimes a local DNS problem can make a site look down when it is not). This utility is very good, but has not been upgraded much over the years I’ve been using it; it does not support SSL, nor does it carry cookies over redirects.
A quick search of the web reveals Web Sniffer, which accepts secure URLs, and renders a more readable output. However, the web doesn’t seem to be bursting with alternatives, leading me to think that a good new one in the marketplace might provide some healthy competition. It’d be great if we could also add hover-over explanations of request/response headers, basic http auth, and perhaps even saveable shortlinks that can be distributed as URLs.
There’s a related question on Stack Exchange that looks at this.