The EFF's 'HTTPS Everywhere' Firefox addon [1] has a setting to block all HTTP requests. This is not enabled by default [2], but when turned on, will exhibit the behavior you want.

[1] https://addons.mozilla.org/en-US/firefox/addon/https-everywh...

[2] https://www.eff.org/https-everywhere/faq#faq-When-does-HTTPS...?