Modern browsers use different amount of connections per server like described here (Official references for default values of concurrent HTTP/1.1 connections per server?). It's quite usual that there is well over 100 recources to download in modern web pages. Especially when the servers are located far away from end user, this can cause big performance problems. I've had bad experiences with load testing tools (LoadRunner and JMeter) because those tools doesn't seem to simulate modern web browsers correctly. I know there is "Use concurrent pool" setting in JMeter and you can simulate different brosers in LR, but what is your experience, are those really working like they should? According to this blog post (http://performancetestersdiary.wordpress.com/2012/11/09/jmeter-browser-concurrency/) at least JMeter has some problems.
I know that the main purpose of these load testing tools (LR, JMeter) is to test server side but I think this is still a quite big issue.