Check if ApplicationController's #filter_parameter_logging is set, and if so, automatically reuse that setting. That way users don't have to repeat themselves when configuring Samuel.
Right now it logs unlabeled requests as "HTTP request". I think it'd be better if requests were labeled using their domain name (so a request to twitter.com might be labeled as "Twitter request").
Basically, make it easy to call Net::HTTP's #set_debug_output method automatically. Perhaps make the output more readable, if it doesn't look nice on its own.