I am looking for some way to elegantly inspect XmlHttpRequests in IE8. I wouldn't mind a plugin or an external program. I have yet to find anything that works nearly as well as Firebug.
I have already tried Julien Couvreur's bookmark debugger, but it did not seem to work with Prototype. Julien's Script
Firebug Lite has some XHR support. I am still a bit hazy on how to use it though; I think you give it a javascript variable reference that resolves to a XHR object and Firebug will then follow that element.
You can of course also sprinkle firebug console messages throughout your code to try and follow what is going on with IE XHR calls.
Fiddler is the main tool for Request Response Debuggin in IE... ( FireBug in FireFox )
Fiddler is an alright option, but I do wish they would add direct support in develipers tools ( f12 ) in IE 8.
Fiddler does not work over VPN connections so I have some issues using it. It's a proxy solution which can lead to other issues with headers and such.
I don't see why IE 8 can't directly report them like Chrome's built in tools and Firebug in Firefox.
Fiddler is really good for debugging weird broken .js downloads and such though. I actually use it with Chrome and Firefox to detect differences between the three browsers. Many JS libraries run code only for IE to get around the quirks.