Use the tool, tool part 2

OK, before I get onto .NET tools, a bit of a diversion first into the realm of web based tools and HTTP. Fiddler is a great tool to see the traffic between IE and any web servers it's talking to. I've used it to track down performance problems and to see what cookies applications are using so I can hack them (meaning interact with them in a non-supported manner rather than steal credit card details...) If you're interested in HTTP calls that are made through some other app than IE, then TcpTrace is the tool for you. It's a little bit harder to set up than Fiddler (but not exactly difficult) and the UI isn't quite as polished but it gets the job done. It also supports any protocol, not just HTTP.