I think this would be the next step forward. It would reduce the use of clumsy sockets in favour of components. One great reason I forgot to mention about using Microsoft.XMLHTTP is that you would be using the IE proxy settings - some users are restricted (by their ISPs or by their company firewall) to use HTTP only via their proxy.
Oh, and how about HTTP ERROR 302 Page Moved Temporarily? IE would follow that. Sockets wouldn't.
