Difference between CXF and JAX-WS

Following options enable logging of all communication to the console (technically, you only need one of these, but that depends on the libraries you use, so setting all four is safer option). You can set it in the code like in example, or as command line parameter using -D or as environment variable as Upendra wrote.

System.setProperty("com.sun.xml.ws.transport.http.client.HttpTransportPipe.dump", "true");
System.setProperty("com.sun.xml.internal.ws.transport.http.client.HttpTransportPipe.dump", "true");
System.setProperty("com.sun.xml.ws.transport.http.HttpAdapter.dump", "true");
System.setProperty("com.sun.xml.internal.ws.transport.http.HttpAdapter.dump", "true");
System.setProperty("com.sun.xml.internal.ws.transport.http.HttpAdapter.dumpTreshold", "999999");

See question Tracing XML request/responses with JAX-WS when error occurs for details.

The JAX-WS implementation built into the JDK really is just the basic soap stuff. If you need any of the more complex WS-* things like WS-Security, WS-RM, WS-Policy, etc..., you need to use one of the alternatives like CXF or Metro or Axis2. It can also depend on what you are trying to integrate with. For example, CXF has top notch Spring support as well as very good OSGi support.

CXF also has other things besides just JAX-WS. It has a compliant JAX-RS implementation as well and supports exposing services as both REST and SOAP very well. Has a W3C compliant SOAP/JMS implementation if that type of things is required. Basically, lots of stuff not available from the in-jdk JAX-WS impl.

Also see:

Difference between Apache CXF and Axis