If you need a tool to deeply analyze (or hack) HTTP connections then HTTP Client might be what you need:
A Mac OS X Leopard developer tool for debugging HTTP services by graphically creating & inspecting complex HTTP messages.
This would have been handy on a recent project where I had to analyze a Java Servlet page based on sending it different POST variables. It’s basically sort of a GUI version of cURL. It’s also really neat that you can save these connections and return to them later. Check out the video which might explain its usage a bit better.
Also, although a bit different in purpose, the Tamper Data Firefox Plugin is also an invaluable tool for analyzing (and modifying) HTTP requests.