YSlow
Yahoo!'s YSlow extension for Firefox browsers analyzes the structure of a web page and displays the summary of its analysis in an easy-to-understand scorecard, where A is the best grade and the maximum score is 100. Figure 1 shows a sample report for the InformIT main page.
While you might disagree with the findings of YSlow (and I don't care much about the overall performance grade), the individual findings can help you immensely. For example, if you click the triangle next to the "Add an Expires header" section, you'll see the list of web page components that are suboptimally cached, as in Figure 2.
Likewise, if the web server would compress (gzip) the text components of the web page, the download time experienced by first-time dial-up visitors would be significantly reduced, as indicated by the "Gzip components" section shown in Figure 3.