Have a look at Charles, you can easily store a session and then play it again or even edit individual requests and change the hostname, etc. We use it to generate test sessions, save them, and then replay the sessions with bots to generate a useful load test.
The only downside is the evaluation version only works for 30 mins, but hey, if you use it all the time then it's well worth the 50 bucks the full license cost.
theburningmonk
2010-08-04 16:43:54