It was my colleague MikeT who put me on to Fiddler a while back and it has proven to be really useful for my work with Data Services. By chance I just came across this example in which Shawn uses Fiddler to look at performance issues. At which point I decided Fiddler definitely needs a “shout out” :-)
You will find MikeT using it in many of his ADO.NET Data Services screencasts over on Channel9.
P.S. Nice work by Shawn to host a Silverlight sample to ADO.NET Data Services on top of NorthWind (and he has one on NHibernate) http://www.silverlightdata.com/simple