I use NSURL to do my HTTP requests. It is pretty straightforward. You can read all about it on the NSURL Class Reference, but here is a snippet of sample code:
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// set up your request
NSURL * url = [NSURL URLWithString:@"http://www.stackoverflow.com"];
NSURLRequest * request = [NSURLRequest requestWithURL:url
cachePolicy:NSURLRequestReturnCacheDataElseLoad timeoutInterval:60];
// create your connection with your request and a delegate (in this case
// the object making the request)
_connection = [[NSURLConnection alloc] initWithRequest:request delegate:self];
- (void)connection:(NSURLConnection*)connection didReceiveResponse:(NSHTTPURLResponse*)response
- (void)connection:(NSURLConnection*)connection didReceiveData:(NSData*)data
- (void)connection:(NSURLConnection*)connection didFailWithError:(NSError*)error
- (void)connectionDidFinishLoading:(NSURLConnection *)connection