Charlie Arehart. who many of us know and love. put together a very useful post listing a bunch of proxy packages that help you debug web apps. primarily ones using ajax techniques.

I've used Firebug to weed out some particularly irritating bugs. demonstrate ajax security techniques AND to do performance enhancement on our web apps. Firebug was the one I used during my CFUNITED presentation last year on cfAjax simply because it's so clear and easy to use.

Definitely try at least one of these out just so you have another tool in your arsenal. The IE ones are particularly helpful as the description of the javascript debugger in that browser falls below the threshold of polite speech.