Tools for load-testing HTTP servers?

I've had to load test HTTP servers/web applications a few times, and each time I've been underwhelmed by the quality of tools I've been able to find.

So, when you're load testing a HTTP server, what tools do you use? And what are the things I'll most likely do wrong the next time I've got to do it?

Answer

JMeter is free.

Mercury Interactive Load Runner is super nice and super expensive.