I have added logging to my CFHTTPSession.cfc ColdFusion component. For those of you who don't know what CFHTTPSession.cfc is, it's a ColdFusion component that can be used to perform multiple CFHTTP requests to the same domain. The beauty behind this request wrapper is that CFHTTPSession.cfc automatically parses, stores, and re-posts any cookies that were returned in any given request. In doing so, it allows the programmer to easily maintain an actual user session across successive CFHTTP requests.
Now, when you instantiate the CFHTTPSession.cfc class, you have the option to pass in a full log file path. If you do so, then each request and each response is appended to the given TXT file. This should make debugging the request / response cycle much easier.
For more information, see my CFHTTPSession.cfc project page.