Did you know that you can use NetBeans to monitor all communication of your web application - between the web browser and the web server? Indeed, you can see all the requests, read the headers, see the request parameters, etc. But not only that, you can actually save these requests and replay them.
This becomes very handy when testing your web application. For example you want to open a page with different parameters so you replay the request with modified (or even new) parameters.
HTTP Monitor in NetBeans
HTTP monitor is accessible via Window | HTTP monitor. In case of Tomcat the monitor is enabled by default, but in case of Sun appserver it needs to be activated in Server Manager. I do not know about the other servers... please add a comment if you know how you can monitor requests to other appservers.