This article has a good walk through http://developers.sun.com/identity/reference/techart/troubleshooting.htm.
Fiddler is also a very useful tool for really "seeing" the HTTP interactions that are happening. http://www.fiddler2.com/
WireShark is a lower level tool than Fiddler, and shows everything that is being sent on the network. You can get it from http://www.wireshark.org/. Here is a blog that shows how to use WireShark to trace https traffic: http://blogs.technet.com/b/speschka/archive/2011/03/19/using-wireshark-to-trace-your-sharepoint-2010-to-azure-wcf-calls-over-ssl.aspx