Another alternative.
Burp Proxy, freemium, closed source written in java.
Burp Proxy is an interactive HTTP/S proxy server for attacking and
testing web applications. It operates as a man-in-the-middle between
the end browser and the target web server, and allows the user to
intercept, inspect and modify the raw traffic passing in both
directions.
Burp Proxy allows you to find and exploit application vulnerabilities
by monitoring and manipulating critical parameters and other data
transmitted by the application. By modifying browser requests in
various malicious ways, Burp Proxy can be used to perform attacks such
as SQL injection, cookie subversion, privilege escalation, session
hijacking, directory traversal and buffer overflows.