Navicat – the World’s Best MySQL GUI: I worked with a lot of MySQL clients, but this is — by far — the best I’ve seen. Gorgeous interface, and support for all the cool upcoming features of MySQL 5.
It’s $95, but if you work with MySQL a lot, this would be invalulable. Put it together with a copy of PHPRunner and you’d really have something. Versions for Windows, Linux, and OS X.