I guess in listing my favs, I should explain why:
Toad FDA - Written in C++, interfaces directly through driver/ODBC, allows for a ridiculous amount of functionality and customization. Very slick convenience features (like quick-exports to Excel - beautiful). Very easy on the eyes - this is very important. With all of the fuctionality this software has (go check it out), it does not hog resources.
DB Visualizer - Written in Java, interfaces via JDBC or ODBC through bridge. Somewhat easy to look at, but it does not have smooth fonts in the editor which is frustrating. Excellent functionality, but not near the same level as Toad FDA. Like all Java-based query-editors, this one is a memory hog.
Razor SQL - Written in Java, interfaces via JDBC or ODBC through bridge. It has smooth (anti-aliased) fonts in the editor pane, but, overall, it's a little plain (not a big deal). Has a good amount of functionality, but it is sort of clunky and not as user-friendly as Toad FDA or DB Visualizer. It is low priced (about $50) where the others are over $200. Since it is written in Java, it's a hog.
WinSQL - Written in C++, interfaces via ODBC (there is a Java/JDBC version called JaySQL as well). Very fast, but sacrifices aesthetics and functionality. Bare-bones, it is very good for down and dirty queries/analysis, but not that great for long sessions. it also uses very little memory (about 14 MB) while running.
SQLDBX - Written in C# (great for Windows), interfaces via ODBC. Very fast, and has quite a bit of functionality. Looks similar to he Office 2003 interface, but a little more clunky with some wierd button/icon rendering. I have only used this as the free version, but is great on my laptop where I would just need something to do some quick queries. No install is a bonus as well. It also uses almost no memory while running.
SQuirreL SQL - Written in Java, interfaces via JDBC or ODBC through bridge. This is a runner-up I did not mention. This is freeware (available on SourceForge) and very powerful. Look and Feel is customizable, but for some reason, everything feels sort of tight and clunky. It's easy to use and is developed by SQL junkies. The biggest reason I don't use this more is due to the database catalog not being viewable while writing in the editor (this is a HUGE negative). Especially when querying databases I am not familiar with, I like to be able to see the tables/columns I am trying to hit while typing. Since this is written in Java, this one is a resource hog.