Especially in integration and staging environments it is useful to have the whole request so when you get notifications about current problems you get a better picture of what actually happened.
You must be careful what you log (exclude any sensitive information like passwords, SSN, even user names) but you must have a utility that allows you to dump the request.
In Servlet programming I have my own class iterating through headers and parameters, sometimes cookies and this time I told myself there must be something in Jakarta Commons or one of the existing frameworks (Spring/Struts). To my surprise this is still not standardized.
Here is a good class that could be used in current frameworks or extensions to them. This helps what I call proactive coding (You fix or at least are aware of problems before you get notified about them)