Network monitor for webdeveloper
Try Fiddler from http://fiddler2.com/
I use that for web development and especially find it handy that it allows you to modify and replay a previously recorded http request.
It looks like you're interested in HTTP headers and content but for all traffic. Though it's a more complex tool, Wireshark can easily provide what you're looking for, despite it's initially intimidating layout and wealth of capabilities.
- Run wireshark
- Select the adapter which will be communicating (ie. your internet adapter) and begin capture
- In the "Filter:" field, type "http.request" (sans quotes) and press Apply
The resulting output will contain each request made by your system (this is potentially more than just your browser session: you may prefer to further filter the traffic by adding "&& ip.addr==" to the filter if you're getting too much traffic in your output). If you only know the server's name, you can use "nslookup .com" in a command line to resolve the server's IP address.
When you click a request in the top frame of Wireshark, the middle frame will present the layers within. Expand the "Hypertext Transfer Protocol" layer by pressing the + next to it to expose the headers for the request.
Finally, if you're interested in viewing the response headers or content, right click on the request of interest in the top frame and click "Follow TCP Stream".
NOTE: All of the above assumes you're not trying to capture traffic to a webserver hosting on localhost, 127.0.0.1.