> One think I know is HTTP Clients supports Cookie. What are other advantages?
HTTP Client provides significantly more wire-level control over the HTTP transaction. If you just want to grab content from some URL, then the java.net.* package may suffice. If you're writing an HTTP client (like Slide, or Latka, or a SOAP client, etc.) and you begin to have an opinion about how the transactions are handled, what information gets sent, etc., you quickly run into the limitations of the java.net package.