You could try the "Live HTTP Headers" add-on for Firefox. It gives you all the headers from the stream. So for instance when you navigate to
http://bbc.co.uk you can see their 301 redirect to
www.bbc.co.uk.
It would be possible to write a small standalone program to do this, but the add-on is there. It also allows you to look at the cookies people are trying to put on your PC (if you've got them blocked).
Oh, but be prepared for information overload
