Unicode Font Info is a really handy free application for OS X. Essentially it’s a font inspection tool with full support for Unicode 3.2, allowing you to easily navigate huge fonts with tens of thousands of supported glyphs.
The application performs two particularly useful functions: firstly it lets you see which glyphs (characters) are supported by any font installed on your machine. Secondly it enables you to find the decimal code for any given glyph, even going so far as to display the HTML entity. Glyphs are sorted by Unicode number, navigable in pages of 256 glyphs or by blocks such as Basic Latin-1, General Punctuation and Alphabetic Presentation Forms.
I also particularly like the outline display for each character, showing the baseline, x-height and kerning verticals (someone may correct me on the precise terminology there).
So if you want to code an unusual character into your HTML, such as a proper ligature like ‘ﬁ’, you can use Unicode Font Info to find the entity (by checking a huge font such as Lucida Grande) and then see what other fonts support it; something I’m finding very useful for a little project I’m slowly piecing together.