Specifically, in 4E, you don't have to be bloodied to take your Second Wind. You can do it any time (once per encounter), you could even do it right off the bat before a blow landed on you, if you wanted. Doing that would waste a healing surge and not give you any hit points, so it's kind of pointless, but it could be a viable tactic if you were really desperate for +2 AC for a turn, I suppose. We were working on the assumption that you did have to, because that's the way it is in Saga.
Something that struck me as peculiar, is that laurie_robey's paladin, the party tank, had way more healing surges than anybody else, but she was also the one who used them the least, as she had AC 22 and none of the enemies could hit her. In fact, she used more of them to heal other people (via "lay on hands") than she did on herself. Obviously, in a "big boss" fight, when she's got the dragon marked and he's chewing on her the whole combat, those healing surges will be sorely needed ... but against most of what we fought on Saturday, her AC kept her mostly wound-free.
I think I may port the "per encounter" nature of Second Wind over to my Saga Edition games, especially Star Wars. The characters in that game rarely get to rest 8 hours before "going back in," and they go through a lot of medpacs.
PS: My wish for a 3.5 Warlord may have been answered!