Free download: Microsoft Web Application Stress Tool.

Benefits
- Easy to learn. Futzing with it for 4-5 minutes is about all it takes to get a feel for how to use it.
- Platform agnostic. It's a web stress tool, not an ASP or ASP.NET stress tool. (Though the latter is all I ever use it for)
- Portable-ish. It's tiny for starters (10MB or so). But it saves test results and such in access databases, and you can even save, export/import your scripts. Shiny.
- Did I mention easy? There are a ton of stress tools/applications/suites out there. They all typically impose a decent learning curve.
- Along with easy of use, it's EXCELLENT for quick-ish/ad-hoc performance testing and is perfect for use in presentations.

Time was you used to have to 'know' someone to get your hands on this piglet (I somehow have a copy of version 1.1 - which I'm not seeing as a download from MS' site). That, and I was worried that it might have been retired. But it doesn't look like it's going anywhere.

Update: Turns out that the 1.0 version on the MS site is actually version 1.1 - which is nice (and, I guess, down-grades my special-hood-ness). Also, if you want to throw this tool on to Vista, you'll need to move a copy of msvcp50.dll from your \Windows\System32\ drive on an XP machine over to the same folder on Vista - otherwise the installer will barf. (But once you move the .dll, you're good to go... )