charlesproxy and/or fiddler for acting as proxies
firebug
yslow
google page speed: Help to find unused css
http://spritegen.website-performance.org/section/what-are-css-sprites
Update 2010 11
Start experimenting with
End-to-end real-world web page instrumentation and measurement suite: http://code.google.com/p/jiffy-web/
mod_pagespeed: Not yet usefull at windows servers but can use instrumenation ideas. These blocks measure the time the client spends loading and rendering the page, and report that measurement back to the server. See http://code.google.com/intl/de-DE/speed/page-speed/
http://spriteme.org/ Live website sprite generator + CSS
http://www.stevesouders.com/blog/2011/02/16/jdrop-json-in-the-cloud/
http://stevesouders.com/mobileperf/mobileperfbkm.php
HTML/JS/CSS Optimization:
http://csstidy.sourceforge.net/ Optimze your CSS