I recently worked on a project where I needed to make HTTP requests without really adding any extra external dependencies.  That requirement and my curiosity about HTTP created the HTTPRequest library.  Maybe someone here will find it useful.  It implements everything I needed, including
[list]
[*] Chunked transfer encoding
[*] Cookies
[*] HTTP basic authentication
[*] Redirection
[*] Submitting forms and arbitrary POST data
[*] Control over request headers
[*] HTTP proxies
[/list]
Internally it uses Winsock controls, but this is an implementation detail that you don't really have to worry about aside from making sure it is installed.

HTTPRequest 1.2