Sure, the chaining redirects thing is something that Matt Cutts has talked about, I think in a few videos. I'm blessed with the ability to actually test/observe this stuff on loads of major sites that are in production as well, which is always the ultimate bit of validation on an SEO theory. Every now and again even Google will give advice that is flat out wrong, and for the most part, the SEO community will repeat it again and again as it's lore.
As for extracting headers, I have some back-end automation that I've written. Here's a nice little free tool that lets you see a single page though:
http://www.northcutt.com/tools/free-seo-tools/http-header-viewer/
If you have a chain of redirects occurring on a page, it will show. Sometimes this is necessary, especially if you have them flying in from all over (ie. in the application, in your .htaccess, in the Apache config files). It always helps to test; I've surprised a few clients with this one.