I've seen a few posts in the forums and newsgroup about various HTTP tools. Here is a list I've seen so far. If you have one, feel free to add it to the post. I saw a great post in the newsgroups but can't find it that had a few others..
wfetch.exe
http://support.microsoft.com/kb/284285
Tinyget.exe
http://support.microsoft.com/kb/840671
Fiddler
http://www.fiddlertool.com/fiddler/
HTTPWatch
http://www.httpwatch.com/
IEWatch
http://www.iewatch.com/
Ethereal
http://ethereal.com/
Pondering Thought 
I find tcptrace.exe also very convenient.
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I prefer “Charles” web proxy to Fiddler, despite it being written in Java:
http://xk72.com/charles/
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I also prefer Charles to Fiddler. Some nice features and you can use with IE and Firefox (or any other browser). Some other products are limited to IE. Wfetch is also recommended if you want to edit raw requests but it’s rare that you’d find a use for it.
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