I've found this very useful and smart, although you cannot use it in a StressTest with many connections.
Link to Main Source
This is a multi-threaded HTTP proxy server implementation in Java. Ideally you'll just run it on your local workstation so you can watch HTTP requests going back and forth (because of the way the threading works in this code, I wouldn't recommend running it as a proxy server that serves multiple clients -- see the comments in the code for more detail).
You can either point this proxy to a direct network/Internet connection, or you can point it to another proxy server (if that's how you're set up). Even though the jProxy class has a 'main' method that allows you to run it all by itself, I also tried to structure the methods in the class so you can easily call it from other classes. I didn't spend the time to javadoc any of the comments, but the code should be commented well enough that you can understand what's going on by reading through it.
jProxy.java
