Easy way to determine what content is not delivered using a secure HTTPS connection?

You could fire up Fiddler to see what exactly IE is requesting over regular HTTP.

In Fiddler's default configuration, HTTPS requests will show up with a lock and CONNECT as the host. HTTP requests will have a non-lock icon.

_{(source: josh3736.net)}

I usually use Firefox + Firebug (the "Net" tab) to find the offending request. You could also use Fiddler for this. (with any browser)

I've used the following site before - I finding it easier than loading up firebug / fiddler.

http://www.whynopadlock.com/