Do you have any idea how to create IE plugin which will save to log file time of page load? This plugin should report start time (when user clicks go button) and end time (when page is completely loaded).
I prefer .net framework examples, but if you have other ideas, please fell free to post them :)
What are you trying to measure - the load time on a single PC e.g. developer environment or the load time for a whole bunch of users?
If it's a single PC you might want to look at something like DynaTrace AJAX Edition (http://ajax.dynatrace.com/ajax/en/) or HTTPWatch (http://www.httpwatch.com/)
If it's for a large groups of users a Real User Monitoring based approach could fit what you want - if you want to roll your own look at boomerang.js (it's on GitHub) or for off the shelf NewRelic
Other option so sort of Real User Monitor is to add the tracking of page load times to Google Analytics if you use, Just add
_gaq.push(['_trackPageLoadTime']);to your tracking code.