I'm trying to write a sort-of web proxy but to make sure everything is working properly, I want to monitor an existing proxy server to see when the browser connects, disconnects, etc.

Are there any plugins for Firefox or Chrome (or Internet Explorer), to show me how many sockets it currently has open and what data was sent through them?

I know that I can use netstat to see a bit of information on socket state, but I'd really like to go a bit further and see what traffic was inside each socket specifically, etc.