Query Analyser I have found to be a primitive piece of rubbish.
I've tried Squirrel-Sql, and although it supports nifty functions (like code complete, returning metadata and rowcounts) it has the annoying habit of endlessly writing to its heapdump logfile until I kill the process if it encounters errors / sql statements that generate large result sets. These errors can be as simple as the connection to the DB no longer existing. Latterly I tried an outer join on two table with 1 million+ rows apiece. THis should be manageable, yes?