Scott Watermasysk (and Dave Wanta) point out a tool that should be in everyone's party chest -- Fiddler. While at first glance it looks similar to Simon Fell's most excellent TCPTrace utility, it seems to add even more every time I click on something. Here it is showing the stats for round-trip times to various countries.
You can also hand-build GET and POST requests, test out the effects of GZIP compression on requests, view all the headers and/or content of requests and responses, and much more. Extensible with your own plug-ins as well (and the price is right -- USD0). Thank you Eric Lawrence (author and 'softie).
TTFN - KentPS: While you're at it, look at the rest of the utilites on the site. There are some neat ones. I'm starting to really fall in love with SlickRun. It may finally cure me of my 4NT addiction. Maybe.