I've tried fiddler, charles, mitmproxy, burp suite, etc, but the best one I've found is ZAProxy: https://github.com/zaproxy/zaproxy

The point and click scripting it does is pretty neat. Makes it easy to stub out responses if you happen to be a client developer blocked by your server developers.

I am most familiar with Telerik's free product Fiddler. Looks like a similar feature set to Charles.

http://www.telerik.com/fiddler

On Windows at least, Fiddler has always been the tool of choice for this amongst everyone I know too.

Betwixt is a great tool that works on all operating systems and allows you to use Chrome Dev Tools to debug web requests

https://github.com/kdzwinel/betwixt

I like Fiddler, although I use Charles almost every day. The advantage of Fiddler is that it has an API to program the shit out of it. It's .NET based and only for Windows.

Wireshark is also great but has a steep learning curve.

Fiddler works fine on Ubuntu if you run it with mono.

mitmproxy is a fantastic tool, multiplatform (I use every day on Mac) and free. Support is great. https://mitmproxy.org

I use Cello from the Mac App Store and I quite like it. I used to use mitmproxy, you can't interrupt/modify responses in Cello like you can with mitmproxy.

I like mitmproxy

Fiddler is free and it's way better. But only on Windows.