Linqpad is a nice little app that will replace your favorite SQL management studio for many tasks. This little app has no installer and is just a single exe that gets downloaded and run. It even has an updater built in to make sure that you have the latest version.
This powerful little tool can also run any SQL command, LINQ expression, or even a C#/VB.NET code snippet. This makes it a great little tool to have on your desktop. It was written by the authors of C# 3.0 in a Nutshell. It includes 200 samples from the book. This is a great addition to this little app.
Now all that glitters is not gold.... One of the things that Management Studio can do is to allow you to add new rows to tables using the datagrid that shows the data in the table. You can also delete rows using this. Linqpad does not allow this since it is only a web output.
Overall Linqpad is a great tool if you are using LINQ and/org .NET 3.5 and databases. Get it, play with it, see what it can do and you will like it too.