Hope a little bit of self-promotion isn't frowned upon - I have a similar app [1] on the Mac App Store. One nice thing it does is allow you to save a request in a a file, to be re-used later. A lot of folks I've talked to have used this to share test cases in a QA organization, and I think it can be kind of handy (although, the free browser-based ones are quite good, too).
I'm working on adding conversion to/from cURL and wget commands, which could be helpful when working with APIs that are documented with cURL examples.
It costs $2, but I'll give anyone who asks (well, up to 50 people at least) a free copy - my contact info is in my profile.
1. http://itunes.apple.com/us/app/graphicalhttpclient/id4330958...