Question

Is Page.Load the earliest point in the Page.Load life cycle to add Response.AppendHeader?

Answer 1

You can call Response.AppendHeader() at any time before headers are sent. There are several events before Load that you could call it in. Init would be the obvious one.

What are you trying to do exactly?

EDIT: From your comment, you should be able to add the headers anywhere, but you should read the documentation for AppendHeader, specifically:

If you use the AppendHeader method to
send cache-specific headers and at the
same time use the cache object model
(Cache) to set cache policy, HTTP
response headers that pertain to
caching (Cache-Control, Expires,
Last-Modified, Pragma, and Vary) might
be deleted when the cache object model
is used. This behavior enables ASP.NET
to maintain the most restrictive
settings. For example, consider a page
that includes user controls. If those
controls have conflicting cache
policies, the most restrictive cache
policy will be used. If one user
control sets the header
“Cache-Control: Public” and another
user control sets the more restrictive
header “Cache-Control: Private” via
calls to SetCacheability, then the
“Cache-Control: Private” header will
be sent with the response.

So be wary with your cache control headers 😉