There are lots of files retrieved when the browser loads a webpage. Further than the regular images, .js and .css files, there could be thousands of files loaded by a webpage. Simple widgets files based on javascript might look very light at the first view. But it’s not always like this. A javascript file might load lots of files deep inside slowing your webpage unexpectedly.
HttpFox is a firefox addon which displays in a list all the files that are retrieved when a page is loaded in Firefox. The good part is that it displays all the files, including the files loaded by third party widgets and Ajax requests. Further more you can filter the results and you can also see which files are cached.
The plugin is easy to use. After you install it, go to Tools > HttpFox > Toggle HttpFox to activate it. After activating it, click Start and check the data. Before each loading a page you have to manually clean the previous results.
After the files are retrieved you can filter the results to see the files loaded by each widget from the widget website. You can also spot the uncached static files. Caching them can improve dramatically the performance.
Before adding a wiget to your site you can use this plugin to see how many files it loads. I prefer to avoid heavy widgets which slow webpages.