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As Pat mentioned, I've done a http fetching library for Rome. It is now checked in and available.
It supports HTTP conditional gets (ie: last modified and ETag handling) and GZip encoded feeds. It should enable user to write aggregators that follow the Atom aggregator behaviour recommendations.
Some docs are available (although this will probably move).
If you are interested, please give it a go and report issues on the Wiki or on the Rome dev mailing list.
Read: Rome HTTP Fetcher