This is a great front end to MySQL and imports and exports super easy. Navicat

So this is the best third party apps I know about for MySQL, MS-SQL Server, Postgre, and Firebird if you are into the third party apps for Windows. I like these because they have code completion which makes writing SQL much faster and accurate. All are free applications from http://www.sqlmanager.net/

EMS mySQL lite
EMS SQL Server lite

Well after learning from about 3 months of setting up web servers and all the applications to run a decent website I finally stumbled on this one. This program is awesome it is an all enclusive Apache, MySql, PHP, and Perl installer. Hense the name the x stands for cross platform it runs on linux, windows, solaris. Some pretty nerdy stuff but cool check it out. XAMPP