WebScarab-NG is a really amazing tool that Brian introduced me to a few months back.  It’s essentially a local proxy which you can use to capture the full details of HTTP requests traveling through it.  It listens by default on port 8008 on your local address, and you can configure any software to use that port as a proxy.

If you choose, you can even configure it to intercept requests and responses, and it allow you to modify the data on the fly – really useful when you want to test fault circumstances.