In this episode, James Jardine talks about web proxies and how they are used.  Whether you are a developer, QA tester, or pen tester, web proxies are essential to your testing efforts.  Some Proxies discussed:

• Burp Suite - http://portswigger.net/
• Fiddler - http://www.telerik.com/download/fiddler
• Zap Proxy - https://www.owasp.org/index.php/OWASP_Zed_Attack_Proxy_Project

Some cool extensions mentioned:

• Co2 - http://co2.professionallyevil.com/
• Watcher - http://websecuritytool.codeplex.com/