Sometimes, browser tools aren't enough. Say, you are debugging a native application, an HTTP client in your code, or a mobile browser. Fiddler is a free debugging proxy that can capture all of the HTTP traffic between the client and server. With a little bit of work, it can also intercept HTTPS traffic. Fiddler is available to download for free at http://www.telerik.com/fiddler.
As this book focuses on web development, we won't go into more detail. The browser dev tools are suitable for most of the work these days. They now fulfill a large part of the role that Fiddler used to play before they acquired the same features (network request capture, throttling, and timing). Fiddler is still there if you need it, and it can be handy if ...