Occasionally I come across a free or relatively inexpensive (under $100) tool that makes my life easier. If you've used one that I haven't reviewed, send me a link and I'll take a look.

SQL Uploader (Reviewed 3/11/01) (v1.0.5 tested)
This free utility is designed to execute a set of *.SQL scripts in a folder. Scripts that consist of just select statements will run, but there is no facility for returning rows. It offers options to delete the script after execution, to automatically add "with encryption" when executing, and it logs the results. It supports connecting as SA only in this version. It does offer the option to store the SA password encrypted in the registry. I can see this utility being very useful for times when you need to make changes after hours. You can build your scripts, use the Windows Scheduler to execute the program, then check the log in the morning! Source code is not posted, but the author states on the site that he will provide it upon request.
VSQLW (Reviewed 3/10/01) (v1.0.2 tested)
This is a free replacement for Query Analyzer. I like this tool for a couple reasons. One is that it doesn't have any installation requirements, you just copy the executable to disk and run it. Another is that it leaves out the options to view the query plan, run the index tuning wizard, and profile the query - things that many users just don't need! It supports SQL logins or trusted connections. It also supports batches using 'GO' and execution of highlighted code.  The only possible drawback I see is that it doesn't give the user the ability to save the results to a file. VB source code is also posted for this product.
SQL Dev Pro (Reviewed 2/25/01) (v3.02.010 tested)
This 3.5m download offers quite a few features bundled in one interface. It has an object search feature that goes one step beyond the SQL2K Query Analyzer in that it will let you script out all the objects that the search found. It also has a compare feature for finding schema differences, SourceSafe integration, and a facility for recompiling everything, handy if you still have 6.5 databases. One feature I really liked was that it allows you to customize the scripting - among the options are the ability to script foreign keys at the end and to include a use database statement at the beginning. The program is currently free to all users, though it does require a short online registration once you've used it 25 times.
ADO Stored Procedure Add-In for VB6 (Reviewed Feb 22, 2001)
I use this one all the time. Once you install it, you just connect to your database and you get a dropdown of all of your stored procedures. You set a few options and it generates the code! The code sets up a command object plus builds the parameters collection - the right way to do it rather than doing a parameter.refresh. There are two versions generally available, the one from Microsoft in the main link above and one from BETAV. In both cases you can download the complete source code. Get it!
Iometer (Reviewed Feb 11, 2001)
This is a very advanced disk IO testing/measurement program that Intel (TM)(R) produced. Because it generates pure disk IO, it's great when you're trying to configure your system for maximum performance. If you've tried doing this with SQL you know that it gets complicated fast because after the first pass your data is loaded in cache. It has a good interface and is easy to use, but you will need to take a look at the documentation (64 pages, very nicely done).
DSNGen (Reviewed Feb 11, 2001)
This is a small utility I wrote to simplify the task of generating a LOT of DSN's. It supports all three types of DSN's. Available for free download here on Swynk.