SmartSniff - SmartSniff is a packet sniffer that capture TCP/IP packets and display them as sequence of conversations between clients and servers.
Wireshark - Wireshark is a network protocol analyzer for Unix and Windows. It lets you capture and interactively browse the traffic running on a computer network.
tcpdump - tcpdump is a common packet analyzer that runs under the command line.
Packet Sender - Packet Sender can send and receive UDP, TCP, and SSL on the ports of your choosing.
PCAPdroid - PCAPdroid is an android app to capture the phone traffic and analyze it remotely (e.g. via Wireshark). The traffic can be easily downloaded from a remote device thanks to the integrated HTTP server, or streamed to a remote UDP receiver.
socat - socat is a relay for bidirectional data transfer between two independent data channels.