I would generally agree, but a word of caution for anyone trying it out from this thread: Try the latest pre 2.x version. The 2.0.0 that was released last week is highly broken even for some of the most common connection scenarios.
fast-agent is very good at this (disclosure: author)
you can specify --url, --npx and include --auth $TOKEN on the command line. you can also interactively connect with /connect, and pixel peep transport details https://fast-agent.ai/mcp/mcp-inspect-transport/
What about mcp-inspector? It’s a nice tool, can be used interactively, can be used as a CLI.
https://github.com/modelcontextprotocol/inspector