Last week I watched Scott Hanselman demo a add-on to Asp.NET named Glimpse. If you are familiar with Firebug in Firefox then Glimpse will look very similar. Glimpse allows you to look at all the information of your website while you are debugging to really find out what information is being transferred. You can watch a small demo video of Glimpse on the Glimpse website.
If you are an Asp.NET developer then I suggest you check it out.