Oracle SQLDeveloper
I've been fiddling with Oracle SQLDeveloper lately. What I liked about it is that it's free and second, it's an alternantive to M$ SQLServer. I think you could even use it for other RDBMS other than Oracle like MySQL and SQLServer. It's made in Java(rocks!), and there's an online tutorial on how to use it.
I didn't like PHPMyAdmin that much so if it's indeed possible to use this with other Database systems then I would defintely choose this app. One of the few notable features is its ability to export your data to several file formats like CSV, HTML, XML, etc. although I don't know if you could also do that with SQLServer Management Studio or PHPMyAdmin.
There's also a query builder(like in SQLServer) which allows you to drag tables and dynamically build a query based on the fields you choose and relationships you form.
I'm doing this in-sync with learning PL/SQL so this is just another great addition in my toolset.