HTTPWatch is an HTTP traffic viewer for Internet Explorer. There's a free basic edition, but the professional edition is almost $300! Whew! Firebug for Firefox, of course, remains free.
Fiddler is a Web debugging proxy that runs on a local port on your PC. It registers itself as a system proxy so it should work with most browsers (Firefox needs special configuration apparently). You can also point a browser on another machine at the proxy running on your PC. Wonder if you could do this in Fusion? It would probably work fine. You can also use it to monitor outgoing traffic for funny programs phoning home. Breakpoint debugging seems like a cool idea.
AOL Pagetest is an IE plug-in for measuring and analyzing Web page performance. Pagetest is free. One cool feature, it provides a checklist to see if your page is taking advantage of several well-known "best practices" for making Web pages speedy.