Paros works like a charm for me on my Ubuntu Jaunty x64. Just as simple as download, run, set proxy settings in browser to localhost:8080 and you are ready to inspect your http browsing.
It is Java so it works on Windows, Linux and Mac.
I prefer this to firefox plugin because I can use it with different browsers and software.
ParosProxy download: http://sourceforge.net/projects/paros/
Paros hasn't been updated for many years. However there is an actively maintained fork of Paros - the OWASP Zed Attack Proxy (ZAP): https://www.owasp.org/index.php/OWASP_Zed_Attack_Proxy_Project