Burp is basically the industry standard. It's the tool most widely used by professionals on web pentests. I could do a detailed comparison, but it'd be 3-4 years dated; I used a lot of tools back in '06, but haven't looked back since then.
The thing that sets Burp apart from (say) Tamper Data in Firefox is the fuzzer (Burp calls it the "intruder"). The free OWASP WebScarab also has a fuzzer, but it's not as good.
The thing that sets Burp apart from (say) Tamper Data in Firefox is the fuzzer (Burp calls it the "intruder"). The free OWASP WebScarab also has a fuzzer, but it's not as good.