FiddlerCap provides an extremely easy way to view and save your PC's web traffic.
Launch the program, click "Start Capture", and you're off. Open a browser window, visit a few sites and every HTTP connection (scripts, images, any embedded resource) will be displayed in the main window (their host, path and status).
A "Stop" button stops capture on demand, and a "Save" button saves the report as a Session Archive Zip (SAZ) file for viewing in the full version of Fiddler.
Check "Decrypt HTTPS traffic" if you'd like to capture and view secure web traffic as well (if you're currently running a capture, click "Stop" first).
FiddlerCap decrypts HTTPS traffic by generating and using its own local certificate. Your browser will probably complain that it doesn't recognise this, but it's safe to ignore the warning - FiddlerCap removes the certificate when it's done and you can continue as normal.
Of course if you capture HTTPS traffic at a sensitive site, like your bank, it's very possible that the report will include confidential information. Don't turn on HTTPS encryption unless you need it, don't leave it turned on for any longer than necessary, don't leave FiddlerCap open if others are around, and don't save a report unless you're completely sure what it contains.
A simple but effective way to monitor HTTP and HTTPS traffic.