It may be easier to just openAndWait() the URL and do some conditional logic to see if the page displays a maintenance message or not.
Incorporating a proxy (as mentioned in other responses) for this one use case sounds like a rather expensive operation.
In the past I have setup a proxy to ensure that a tracking pixel (Google Analytics or Omniture, for example) fires and it's values are asserted. For that I have used the Fiddler core, but not in combination with Selenium (I was using Telerik Test Studio which has it built in).