For some reason the Cookie Law Info plugin, when activated, was sending our Web site into a "301 Redirect" loop. I have no idea why, but there you go. I also have no solution to offer, except to deactivate the plugin. We're running through Cloudflare and I thought perhaps that was causing the problem, but I activated/deactivated the plugin a few times and there was a direct correlation.
If anyone can shed some light I would be interested as the plugin does look quite useful.
Incidentally, another issue with the plugin was that the colour picker code was causing some of the TinyMCE editor options to disappear. See http://wordpress.org/support/topic/plugin-cookie-law-info-html-tab-button-in-editor-disappear-with-plugin-activated for the same problem and also the solution.