Firebug is a web developers add-on for FireFox which also has some nifty features to examine the performance of a web page.  The Net tab gives you an in-depth look at why your page is taking so long to load.  The size of each item is presented, how long it took to load, and the response code.

Firebug

In addition the request and response headers for each and every item is available.  With the headers you can see whether the content is compressed or what the Cache-Control headers are set to.  Tools like these are invaluable when troubleshooting performance and caching behaviour of a page.

FirebugHeaders

For a review of Firebug check out Lori's recent post.