In this case you get what you pay for. You get filtering. Local and remote mapping. SSL decryption. Request and response detail views. Breakpoints. The list goes on. Seriously, it's the best $50 I spent as part of my developer toolkit.

Charles is definitely good, but to be fair, you get all of that (except mappings) in mitmproxy as well. :-)

If you are going to pay, I'd suggest Burp Suite.