I use both Charles Proxy and Fiddler for my HTTP/HTTPS level debugging.
Pros of Charles Proxy:
- Handles HTTPS better (you get a Charles Certificate which you'd put in 'Trusted Authorities' list)
- Has more features like Load/Save Session (esp. useful when debugging multiple pages), Mirror a website (useful in caching assets and hence faster debugging), etc.
- As mentioned by jburgess, handles AMF.
- Displays JSON, XML and other kind of responses in a tree structure, making it easier to read. Displays images in image responses instead of binary data.
Cons of Charles Proxy:
- Cost :-)