Fiddler and Charles are the usual suspects when people suggest tools for debugging analytics implementations.
While these are excellent tools, secure pages and single monitor setups can make them a bit of a hassle.
For the Discerning Web Analyst
For quick single window debugging, I highly recommend the Firefox add-on HttpFox.
HttpFox offers drop-dead simple traffic filtering, a great query sting breakout tab, along with all the other basics expected in an http monitoring tool.
Checking the RSID for SiteCatalyst users is the only real complaint I can foresee.
Given how quick and easy HttpFox is to use, I cannot recommend this tool enough.
Update: A good post on this topic over at emptymind.org