Simple Linux tool for timing an http request in milliseconds

Does this do what you're looking for?

time wget http://example.com

Httping will do that.

Httping is like 'ping' but for http-requests. Give it an url, and it'll show you how long it takes to connect, send a request and retrieve the reply (only the headers). Be aware that the transmission across the network also takes time! So it measures the latency of the webserver + network.

Wireshark will let you examine a transfer in a lot of detail. You can see how long it takes to download a single file, as Dennis suggested, or if you open the URL in a web browser, you can see how long it takes to load all of the related files (images, scripts, etc).