Where can I see the actual SOAP messages being sent/received? (I'm debugging a service)

If you are wanting to examine the messages sent from Taverna, then by default the contents of the SOAP request and SOAP response are logged to the taverna.log. This resides in your Taverna home, within the logs directory.

You can see the entire http message and response in more detail by turning on DEBUG logging for the HTTPSender used by axis. This is achieved by modifying the conf/log4j.properties in your Taverna installation directory (where runme.bat is, or on OS X, in /Applications/Taverna.app/Contents/Resources/Java/) and adding the following 3 lines, but bear in mind this will generate a lot of logging.

log4j.appender.FILE.MaxFileSize=5MB
log4j.appender.FILE.Threshold=DEBUG
log4j.logger.org.apache.axis.transport.http.HTTPSender=DEBUG

If you are a service developer using Axis and want to inspect the SOAP messages your service is sending and receiving, you might also want to investigate the SOAPMonitor utility provided by Axis.