Are there any http proxies like fiddler or wireshark on android?
I normally use a laptop with Wireshark instead of trying to capture on the device:
Working link from web archivehttp://droidhacks.com/2009/06/monitoring-network-traffic-using-os-x/ (dead link)
Setup the laptop to serve as the access point for the device and you can capture everything going on, and the wireshark display for the data is pretty rich.
If your Android device supports a proxy (apparently there are apps for that), you can just use Fiddler. See http://blogs.msdn.com/b/fiddler/archive/2011/01/09/debugging-windows-phone-7-device-traffic-with-fiddler.aspx for equivalent instructions for Windows Phone 7.
You can find how to configure Android emulator and Fiddler to watch http requests and responses here: http://vkosinets.com/blog/2011/08/16/debug-http-requests-from-android-emulator