If you are on OS X, buy and run Little Snitch. The connections for outbound requests are quite amazing.
That being said I 100% agree that Charles is a fantastic application.
Happy to add another {mips32,armv7} box to my network, though.
The both happen to have different use cases.
Charles is my go to for tracing what is going on when I need to snoop SSL traffic.
Radio Silence doesn't use popups or alerts. It's completely passive and invisible when you don't have the app's UI open. If you want to monitor connections, you can open the app and take a look at the monitor tab.
Can you also disallow certain requests with your app? It seems to be app-wide only, but if I wanted to block e.g. chrome (or, all app) from specifically connecting to "adWare.com", would that be possible?