PuTTY - Popular free terminal application. Mostly used as an SSH client.
Surge for Mac - Advanced Web Debugging Proxy for Mac & iOS
MobaXterm - Enhanced terminal for Windows with X11 server, tabbed SSH client, network tools and much more
Charles Proxy - HTTP proxy / HTTP monitor / Reverse Proxy
iTerm2 - A terminal emulator for macOS that does amazing things.
HTTP Headers - HTTP Headers allows you to quickly see the HTTP header information for the current URL.