Telnet is a long-time favorite for troubleshooting connection issues. It can be used to attempt to connect to a server on a given port. Generally you can quickly ascertain whether something is "listening" on the remote side--which will confirm that (1) you can get to the remote server from your test box, and (2) that a server is running and bound to the specified port you requested.
More specifically, telnet can be used to test HTTP scenarios, effectively stripping through all the friendly layers a browser usually hides from web visitor eyes. Troubleshooting HTTP using telnet is a great way to review exactly what is getting returned to your browser during a web request for a particular url. This allows you to see headers and collect other information related to the web server.
Need a good HTTP troubleshooting reference? Here are some HTTP resources.
Here is a simple example making an HTTP 1.1 request. First, get to a command prompt. For example, if you are using
Windows, Start -> Run -> cmd.
(Though if you are using Windows, you may want to use something like CYGWIN, or Putty rather than the DOS prompt.)