mitmproxy, "an SSL-capable man-in-the-middle proxy," is a useful little free software utility that can sniff the traffic between your computer or mobile device and its servers and determine what data the apps you're running are leaking to the mothership.
mitmproxy is an SSL-capable man-in-the-middle HTTP proxy. It provides a console interface that allows traffic flows to be inspected and edited on the fly.
mitmdump is the command-line version of mitmproxy, with the same functionality but without the frills. Think tcpdump for HTTP.
* Intercept and modify HTTP traffic on the fly
* Save HTTP conversations for later replay and analysis
* Replay both HTTP clients and servers
* Make scripted changes to HTTP traffic using Python
* SSL interception certs generated on the fly
(via O'Reilly Radar)