phpmyadmin [phpmyadmin.net] is very popular.

I love SQLYog. It is as easy/fast/efficient to use at the standard command-line client, but then has all sorts of GUI goodness and table browsing capabilities.

It's free for the community edition, which is all you need if you don't need HTTP tunneling (if you're on a shared host, you won't be able to use it on your remote server without it; if you have a static IP at the client end and you control permissions on the ports and such on the server end, I think you can use it remotely, but you still may need the enterprise edition).

I suspect in any case that the paid version is cheaper than the SQL Server 2005 Management Studio, but I don't recall.

PHPMyAdmin of course has the virtue of being free and working in almost all situations, but I find it quite cumbersome. That's not a criticism of PhpMyAdmin's design or anything, but just noting an unavoidable downside to a browser-based client.

So I usually use SQLYog locally on my sandbox projects and then just use the default MySQL command line client from the shell on the server.