JMeter http://jakarta.apache.org/jmeter/index.html saved one of my days when I was trying to find a bug that only creeped up when the web app had been in use for some time (the app is not based on AOLserver-OpenACS). I found that JMeter starts to overflow memory after some running time and needs to be restarted, but still it was adequate for me.
Just recently I saw a reference to Web Application Stress tool http://webtool.rte.microsoft.com, I haven't tried it but the info on the website impressed me. Though it's designed for MS based web solutions, it seems that it's ability to simulate many users carrying their cookie data can be useful for any personalized web site.
