I use the Fiddler proxy to debug all kinds of HTTP issues on Windows. It's great for inspecting headers and responses across multiple pages.
Is there a good HTTP debugging proxy for Mac and Linux? I found Charles, but it's $50 once the trial runs out and it crashed on me. I could use Wireshark, but it's a pain.
There are a number of Chrome store apps now. I'm using DHC by Restlet now.
Zaproxy, a fork of Paros, is a cross-platform open source debugging proxy and is actively maintained under OWASP.
Burp Proxy
Betwixt - based on Chrome DevTools interface
Some additional options located on Ask Ubuntu.
ZAP 2.4.3 Standard is the finest HTTP debugging proxy for Mac and Linux i can find. I have used Fiddler on windows but for Linux i faced similar problem and during my search i came to know about ZAP. I am using it and it has a very rich user interface.
I personally find Wireshark to be quite easy to use. Just apply a filter for HTTP traffic and right click on the traffic going/coming to/from your site and click "Follow TCP stream".
But, if you want something a little more specific for HTTP debugging I would recommend Firebug http://getfirebug.com/
You can of course, just use Fiddler on a Windows PC and point the Mac/Linux box at it. http://www.fiddlerbook.com/fiddler/help/hookup.asp#Q-NonWindows
You can also run Fiddler in a Windows or Linux virtual machine on the Mac itself: http://blogs.telerik.com/fiddler/posts/14-01-15/running-fiddler-in-virtualbox-on-mac